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A tale of two tails : peakedness properties in inheritance models of evolutionary theory
Ibragimov, Rustam Ju. - In: Journal of evolutionary economics : JEE 18 (2008) 5, pp. 597-613
Persistent link: https://www.econbiz.de/10003765330
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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
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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
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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
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t-statistic based correlation and heterogeneity robust inference
Ibragimov, Rustam Ju.; Müller, Ulrich K. - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 4, pp. 453-468
Persistent link: https://www.econbiz.de/10008736161
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Market demand elasticity and income inequality
Ibragimov, Marat; Ibragimov, Rustam - In: Economic theory : official journal of the Society for … 32 (2007) 3, pp. 579-587
Persistent link: https://www.econbiz.de/10003491957
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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
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Pricing and capital allocation for multiline insurance firms
Ibragimov, Rustam Ju.; Jaffee, Dwight M.; Walden, Johan - In: The journal of risk and insurance : the journal of the … 77 (2010) 3, pp. 551-578
Persistent link: https://www.econbiz.de/10008650425
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Rank-1/2 : a simple way to improve the OLS estimation of tail exponents
Gabaix, Xavier; Ibragimov, Rustam Ju. - In: Journal of business & economic statistics : JBES ; a … 29 (2011) 1, pp. 24-39
Persistent link: https://www.econbiz.de/10009159132
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Diversification disasters
Ibragimov, Rustam Ju.; Jaffee, Dwight M.; Walden, Johan - In: Journal of financial economics 99 (2011) 2, pp. 333-348
Persistent link: https://www.econbiz.de/10009242355