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~person:"Ankudinov, Andrej B."
~person:"Bretagnolle, J."
~person:"Kattuman, Paul A."
~person:"Prokhorov, Artem"
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Ankudinov, Andrej B.
Bretagnolle, J.
Kattuman, Paul A.
Prokhorov, Artem
Ibragimov, Rustam
116
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Heavy tails and copulas : limits of diversification revisited
Ibragimov, Rustam Ju.
;
Prokhorov, Artem
- In:
Economics letters
149
(
2016
),
pp. 102-107
Persistent link: https://www.econbiz.de/10011620157
Saved in:
2
Heavy tails and asymmetry of returns in the Russian stock market
Ankudinov, Andrej B.
;
Ibragimov, Rustam Ju.
;
Lebedev, …
- In:
Emerging markets review
32
(
2017
),
pp. 200-219
Persistent link: https://www.econbiz.de/10011803274
Saved in:
3
Sanctions and the Russian stock market
Ankudinov, Andrej B.
;
Ibragimov, Rustam Ju.
;
Lebedev, …
- In:
Research in international business and finance
40
(
2017
),
pp. 150-162
Persistent link: https://www.econbiz.de/10011912756
Saved in:
4
Income inequality and price elasticity of market demand : the case of crossing Lorenz curves
Ibragimov, Marat
;
Ibragimov, Rustam Ju.
;
Kattuman, Paul A.
- In:
Economic theory : official journal of the Society for …
65
(
2018
)
3
,
pp. 729-750
Persistent link: https://www.econbiz.de/10011949354
Saved in:
5
Heavy tails and copulas : topics in dependence modelling in economics and finance
Ibragimov, Rustam Ju.
;
Prokhorov, Artem
-
2017
Persistent link: https://www.econbiz.de/10011444599
Saved in:
6
Emerging markets and heavy tails
Ibragimov, Marat
;
Ibragimov, Rustam Ju.
;
Kattuman, Paul A.
- In:
Journal of banking & finance
37
(
2013
)
7
,
pp. 2546-2559
Persistent link: https://www.econbiz.de/10009760588
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7
EFFICIENCY OF LINEAR ESTIMATORS UNDER HEAVY-TAILEDNESS: CONVOLUTIONS OF α-SYMMETRIC DISTRIBUTIONS
Ibragimov, Rustam
;
An, M.Y.
;
Andrews, D.W.K.
;
Andrews, …
- In:
Econometric theory
23
(
2007
)
3
,
pp. 501-518
Persistent link: https://www.econbiz.de/10007770856
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