Concepedia

Nino Kordzakhia

NK

9

Publications

327

Citations

9

H-Index

1999

Active since

Affiliations

Steklov Mathematical Institute(Current)

Macquarie University

Reserve Bank of Australia

University of Newcastle Australia

University of Technology Sydney

Nino Kordzakhia is an author at Steklov Mathematical Institute specializing in engineering, probability theory, and brownian motion.

Top concepts

EngineeringProbabilityBrownian MotionStatisticsNumerical AnalysisApproximation TheoryComputer EngineeringFinanceBusinessEconomics

Publications per year

1999–2021

9

Publications

9

Approximations of boundary crossing probabilities for a Brownian motion

Volf Frishling, Nino Kordzakhia · Journal of Applied Probability · 1999 · 102 citations

Numerical Analysis, Boundary Crossing Probabilities, Infinite Power Series +13

Volatility spillovers in Australian electricity markets

Lin Han, Nino Kordzakhia, Stefan Trück · Energy Economics · 2020 · 57 citations

Economics, Volatility Modeling, Asset Pricing +7

Robust estimation in the logistic regression model

Nino Kordzakhia, Gaurav Mishra, L. Reiersølmoen · Journal of Statistical Planning and Inference · 2001 · 43 citations

Robust Statistic, Logistic Regression, Statistical Inference +3

Time-Dependent Barrier Options and Boundary Crossing Probabilities

Alexander Novikov, Volf Frishling, Nino Kordzakhia · Georgian Mathematical Journal · 2003 · 32 citations

Martingales and first passage times of AR(1) sequences

Alexander Novikov, Nino Kordzakhia · Stochastics · 2008 · 30 citations

Engineering, First Passage Times, Martingale Approach +9

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