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Rank-1/2 : A Simple Way to Imp...
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Gabaix, Xavier
47
Ibragimov, Rustam
17
Edmans, Alex
10
Walden, Johan
8
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7
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4
Landier, Augustin
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Working paper / National Bureau of Economic Research, Inc
21
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7
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7
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4
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4
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2
Journal of banking & finance
2
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OLC EcoSci
ECONIS (ZBW)
323
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RANK-1-2: A SIMPLE WAY TO IMPROVE THE OLS ESTIMATION OF TAIL EXPONENTS
Gabaix, Xavier
;
Ibragimov, Rustam
-
2007
Persistent link: https://www.econbiz.de/10007842206
Saved in:
2
Rank — 1/2: A Simple Way to Improve the OLS Estimation of Tail Exponents
Gabaix, Xavier
;
Ibragimov, Rustam
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
1
,
pp. 24-40
Persistent link: https://www.econbiz.de/10008817718
Saved in:
3
Power laws in economics and finance
Gabaix, Xavier
- In:
Annual review of economics
1
(
2009
),
pp. 255-293
Persistent link: https://www.econbiz.de/10009904877
Saved in:
4
Emerging markets and heavy tails
Ibragimov, Marat
;
Ibragimov, Rustam
;
Kattuman, Paul
- In:
Journal of banking & finance
37
(
2013
)
7
,
pp. 2546-2559
Persistent link: https://www.econbiz.de/10010112285
Saved in:
5
Nondiversification Traps in Catastrophe Insurance Markets
Ibragimov, Rustam
;
Jaffee, Dwight
;
Walden, Johan
- In:
The review of financial studies
22
(
2013
)
3
,
pp. 959-958
Persistent link: https://www.econbiz.de/10010113723
Saved in:
6
Market Demand Elasticity and Income Inequality
Ibragimov, Marat
;
Ibragimov, Rustam
- In:
Economic theory
32
(
2007
)
3
,
pp. 579-588
Persistent link: https://www.econbiz.de/10007746830
Saved in:
7
The limits of diversification when losses may be large
Ibragimov, Rustam
;
Walden, Johan
- In:
Journal of banking & finance
31
(
2007
)
8
,
pp. 2551
Persistent link: https://www.econbiz.de/10007757870
Saved in:
8
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
Saved in:
9
Nondiversification Traps in Catastrophe Insurance Markets
Ibragimov, Rustam
;
Jaffee, Dwight
;
Walden, Johan
- In:
The review of financial studies
22
(
2009
)
3
,
pp. 959-994
Persistent link: https://www.econbiz.de/10008176675
Saved in:
10
REGRESSION ASYMPTOTICS USING MARTINGALE CONVERGENCE METHODS
Ibragimov, Rustam
;
Phillips, Peter C.B.
- In:
Econometric theory
24
(
2008
)
4
,
pp. 888-947
Persistent link: https://www.econbiz.de/10008069005
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