Narrow search
Showing 1 - 6 of 6
Cover Image
The “Cubic Law of the Stock Returns” in emerging markets
Gu, Zhiye; Ibragimov, Rustam Ju. - In: Journal of empirical finance 46 (2018), pp. 182-190
Persistent link: https://www.econbiz.de/10012103444
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
One country, two systems? : the heavy-tailedness of Chinese A- and H- share markets
Chen, Zhiming; Ibragimov, Rustam Ju. - In: Emerging markets review 38 (2019), pp. 115-141
Persistent link: https://www.econbiz.de/10012312681
Cover Image
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