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On the robustness of location estimators in models of firm growth under heavy-tailedness

Ibragimov, Rustam Ju. - In: Journal of econometrics 181 (2014) 1, pp. 25-33

Persistent link: https://www.econbiz.de/10010473439

Value at risk and efficiency under dependence and heavy-tailedness : models with common shocks

Ibragimov, Rustam Ju.; Walden, Johan - In: Annals of finance 7 (2011) 3, pp. 285-318

Persistent link: https://www.econbiz.de/10009248124

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

The limits of diversification when losses may be large

Ibragimov, Rustam; Walden, Johan - In: Journal of banking & finance 31 (2007) 8, pp. 2551-2569

Persistent link: https://www.econbiz.de/10003522982

The limits of diversification when losses may be large

Ibragimov, Rustam (contributor); Walden, Johan (contributor) - 2006

Persistent link: https://www.econbiz.de/10003270224

Value at risk under dependence and heavy tariledness : models with comon shocks

Ibragimov, Rustam Ju. (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003712614

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

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

A market crash or tail risk? : heavy tails and asymmetry of returns in the Chinese stock market

Xing, Zeyu; Ibragimov, Rustam Ju. - In: Essays in honor of Joon Y. Park : econometric …, (pp. 181-205). 2023

Persistent link: https://www.econbiz.de/10014315307

A Tale of Two Tails : Peakedness Properties in Inheritance Models of Evolutionary Theory

Ibragimov, Rustam Ju. - 2005

In this paper, we study transmission of traits through generations in multifactorial inheritance models with sex- and time-dependent heritability. We further analyze the implications of these models under heavy-tailedness of traits' distributions. Among other results, we show that in the case of...

Persistent link: https://www.econbiz.de/10014062625