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Information about Author
Name, Surname
:
Jegors Fjodorovs
Department
:
(33600) Lietišķās matemātikas institūts
Scientific Degree
:
Doktors
E-mail
:
Jegors.Fjodorovs(at)rtu.lv
ORCID
:
0000-0001-8001-7037
Publications
10 items found, displaying 1 to 10.
Risk Forecast with Continuous Models for Evaluating Technology and Markets
(2019)
Jegors Fjodorovs
Doctoral Thesis
Algorithms of the Copula Fit to the Nonlinear Processes in the Utility Industry
(2017)
Andrejs Matvejevs
,
Jegors Fjodorovs
,
Anatoliy Malyarenko
Scientific article indexed in SCOPUS or WOS database
Modeling VIX Index Based on Semi-parametric Markov Models with Frank Copula
(2014)
Andrejs Matvejevs
,
Jegors Fjodorovs
Publications in RTU scientific journal
Copula Estimation for GARCH(1, 1) Processes
(2013)
Andrejs Matvejevs
,
Jegors Fjodorovs
Conference paper
Revaluation of Estimated Option Prices Using GARCH Processes with Most Preferable Properties
(2013)
Andrejs Matvejevs
,
Jegors Fjodorovs
Publications in RTU scientific journal
Copula Estimation for GARCH(1, 1) Processes
(2013)
Andrejs Matvejevs
,
Jegors Fjodorovs
Full-text conference paper published in conference proceedings indexed in SCOPUS or WOS database
The Evaluation of Financial Assets with Autocorrelations in Returns
(2012)
Aigars Egle
,
Andrejs Matvejevs
,
Jegors Fjodorovs
Publications in RTU scientific journal
Copula Based Semiparametric Regressive Models
(2012)
Jegors Fjodorovs
,
Andrejs Matvejevs
Scientific article indexed in SCOPUS or WOS database
Testing Heston Model Consistency and Evaluation of Parameters Thought Representation in Discrete Time
(2011)
Jegors Fjodorovs
,
Andrejs Matvejevs
,
Oksana Pavļenko
Full-text conference paper published in other conference proceedings
Evaluation of Dynamics of the VIX Index Via Heston Model
(2011)
Jegors Fjodorovs
,
Andrejs Matvejevs
Full-text conference paper published in other conference proceedings
Projects
2 items found, displaying 1 to 2.
Lietišķās matemātikas institūts (34-12500-N8010)
Citi
Andrejs Koliškins
Lietišķās matemātikas institūts (34-12500-RSFF.LMI)
Andrejs Koliškins
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