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Battulga Gankhuu

National University of Mongolia (from arXiv:2404.11235, 2024) · ORCID · OpenAlex

7 papers in scope · 5 published · 2 on the econ.EM arXiv · 8 citations · h-index 2 (over the papers listed here)

Papers

(2 of 7)

EM Estimation of Conditional Matrix Variate $t$ Distributions
working paper2024 · arXiv
Paper profile arXiv arXiv:2406.10837
Bayesian Markov-Switching Vector Autoregressive Process
working paper2024 · arXiv
Paper profile arXiv arXiv:2404.11235
The merton's default risk model for private company
published2024 · first circulated 2022
publisher
PARAMETER ESTIMATION METHODS OF REQUIRED RATE OF RETURN ON STOCK
published2023 · International Journal of Theoretical and Applied Finance · 2 citations · first circulated 2022
International Journal of Theoretical and Applied Finance
Rainbow Options with MS–VAR process
published2023 · Mongolian Mathematical Journal · 1 citations · first circulated 2021
Mongolian Mathematical Journal
DIVIDENDS AND COMPOUND POISSON PROCESSES: A NEW STOCHASTIC STOCK PRICE MODEL
published2022 · International Journal of Theoretical and Applied Finance · 5 citations
with Jacob Kleinow, Lkhamsuren Altangerel, Andreas Horsch
International Journal of Theoretical and Applied Finance
Multi-Period Loan Interest Rate Nash Model with Basel II Solvency Constraint
published2022 · The Bulletin of Irkutsk State University Series Mathematics
with Kh. Enkhbayar, S. Batbileg
The Bulletin of Irkutsk State University Series Mathematics

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.