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ECONIS (ZBW)
RePEc
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1
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
Saved in:
2
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:
3
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:
4
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
Saved in:
5
Value at risk under dependence and heavy tariledness : models with comon shocks
Ibragimov, Rustam Ju.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003712614
Saved in:
6
Copulas and long memory
Ibragimov, Rustam Ju.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003767933
Saved in:
7
Log(Rank-1/2) : a simple way to improve the ols estimation of tail exponents
Gabaix, Xavier
(
contributor
);
Ibragimov, Rustam
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003304130
Saved in:
8
Portfolio diversification under local, moderate and global deviations from power laws
Ibragimov, Rustam
(
contributor
);
Walden, Johan
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003304435
Saved in:
9
Pricing and capital allocation for multiline insurance firms
Ibragimov, Rustam Ju.
;
Jaffee, Dwight M.
;
Walden, Johan
-
2008
Persistent link: https://www.econbiz.de/10003860462
Saved in:
10
Insurance equilibrium with monoline and multiline insurers
Ibragimov, Rustam Ju.
;
Jaffee, Dwight M.
;
Walden, Johan
-
2008
Persistent link: https://www.econbiz.de/10003860467
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