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COPULA-BASED CHARACTERIZATIONS...
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Annals of finance
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Copula-based characterizations for higher order Markov processes
Ibragimov, Rustam Ju.
- In:
Econometric theory
25
(
2009
)
3
,
pp. 819-846
Persistent link: https://www.econbiz.de/10003864192
Saved in:
2
Efficiency of linear estimators under heavy-tailedness : convolutions of α-symmetric distributions
Ibragimov, Rustam
- In:
Econometric theory
23
(
2007
)
3
,
pp. 501-517
Persistent link: https://www.econbiz.de/10003541265
Saved in:
3
Bounds for path-dependent options
Brown, Donald J.
;
Ibragimov, Rustam Ju.
;
Walden, Johan
- In:
Annals of finance
11
(
2015
)
3/4
,
pp. 433-451
Persistent link: https://www.econbiz.de/10011459441
Saved in:
4
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
Saved in:
5
Regression asymptotics using martingale convergence methods
Ibragimov, Rustam Ju.
;
Phillips, Peter C. B.
- In:
Econometric theory
24
(
2008
)
4
,
pp. 888-947
Persistent link: https://www.econbiz.de/10003736839
Saved in:
6
COPULA-BASED CHARACTERIZATIONS FOR HIGHER ORDER MARKOV PROCESSES
Ibragimov, Rustam
- In:
Econometric theory
25
(
2009
)
3
,
pp. 819-846
Persistent link: https://www.econbiz.de/10008257710
Saved in:
7
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
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:
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