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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
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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
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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
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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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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