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~person:"Ibragimov, Rustam Ju."
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Ibragimov, Rustam Ju.
McAleer, Michael
115
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Heavy tails and copulas : topics in dependence modelling in economics and finance
Ibragimov, Rustam Ju.
;
Prokhorov, Artem
-
2017
Persistent link: https://www.econbiz.de/10011444599
Saved in:
2
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
Saved in:
3
Copulas and long memory
Ibragimov, Rustam Ju.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003767933
Saved in:
4
Inference with few heterogeneous clusters
Ibragimov, Rustam Ju.
;
Müller, Ulrich K.
- In:
The review of economics and statistics
98
(
2016
)
1
,
pp. 83-96
Persistent link: https://www.econbiz.de/10011477087
Saved in:
5
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:
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