Information about Author
Name, Surname:Jegors Fjodorovs
Department:(33600) Lietišķās matemātikas institūts
Scientific Degree:Doktors
E-mail:Jegors.Fjodorovs(at)rtu.lv
ORCID:
0000-0001-8001-7037Publications
10 items found, displaying 1 to 10.
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
Scientific article indexed in SCOPUS or WOS database
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
Full-text conference paper published in conference proceedings 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
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
Full-text conference paper published in other conference proceedings