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Ibragimov, Rustam
16
Walden, Johan
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2
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OLC EcoSci
ECONIS (ZBW)
79
RePEc
50
BASE
2
EconStor
2
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1
Nondiversification Traps in Catastrophe Insurance Markets
Ibragimov, Rustam
;
Jaffee, Dwight
;
Walden, Johan
- In:
The review of financial studies
22
(
2009
)
3
,
pp. 959-994
Persistent link: https://www.econbiz.de/10008176675
Saved in:
2
COPULA-BASED CHARACTERIZATIONS FOR HIGHER ORDER MARKOV PROCESSES
Ibragimov, Rustam
- In:
Econometric theory
25
(
2009
)
3
,
pp. 819-846
Persistent link: https://www.econbiz.de/10008257710
Saved in:
3
t-Statistic Based Correlation and Heterogeneity Robust Inference
Ibragimov, Rustam
;
Müller, Ulrich K
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
4
,
pp. 453-469
Persistent link: https://www.econbiz.de/10008704012
Saved in:
4
Optimal Bundling Strategies Under Heavy-Tailed Valuations
Ibragimov, Rustam
;
Walden, Johan
- In:
Management science : journal of the Institute for …
56
(
2010
)
11
,
pp. 1963-1977
Persistent link: https://www.econbiz.de/10008722003
Saved in:
5
Diversification disasters
Ibragimov, Rustam
;
Jaffee, Dwight
;
Walden, Johan
- In:
Journal of financial economics
99
(
2011
)
2
,
pp. 333-349
Persistent link: https://www.econbiz.de/10008770488
Saved in:
6
Rank — 1/2: A Simple Way to Improve the OLS Estimation of Tail Exponents
Gabaix, Xavier
;
Ibragimov, Rustam
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
1
,
pp. 24-40
Persistent link: https://www.econbiz.de/10008817718
Saved in:
7
Market Demand Elasticity and Income Inequality
Ibragimov, Marat
;
Ibragimov, Rustam
- In:
Economic theory
32
(
2007
)
3
,
pp. 579-588
Persistent link: https://www.econbiz.de/10007746830
Saved in:
8
The limits of diversification when losses may be large
Ibragimov, Rustam
;
Walden, Johan
- In:
Journal of banking & finance
31
(
2007
)
8
,
pp. 2551
Persistent link: https://www.econbiz.de/10007757870
Saved in:
9
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
Saved in:
10
RANK-1-2: A SIMPLE WAY TO IMPROVE THE OLS ESTIMATION OF TAIL EXPONENTS
Gabaix, Xavier
;
Ibragimov, Rustam
-
2007
Persistent link: https://www.econbiz.de/10007842206
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