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Emerging markets and heavy tails
Ibragimov, Marat; Ibragimov, Rustam Ju.; Kattuman, Paul A. - In: Journal of banking & finance 37 (2013) 7, pp. 2546-2559
Persistent link: https://www.econbiz.de/10009760588
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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
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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
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Heavy tails and upper-tail inequality : the case of Russia
Ibragimov, Marat; Ibragimov, Rustam Ju. - In: Empirical economics : a journal of the Institute for … 54 (2018) 2, pp. 823-837
Persistent link: https://www.econbiz.de/10011949306
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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