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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
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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
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Value at risk under dependence and heavy tariledness : models with comon shocks
Ibragimov, Rustam Ju. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003712614
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Copulas and long memory
Ibragimov, Rustam Ju. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003767933
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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
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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
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Pricing and capital allocation for multiline insurance firms
Ibragimov, Rustam Ju.; Jaffee, Dwight M.; Walden, Johan - 2008
Persistent link: https://www.econbiz.de/10003860462
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Randomized sign tests for dependent observations on discrete choice under risk
Bracha, Anat; Gray, Jeremy J.; Ibragimov, Rustam; … - 2005
Persistent link: https://www.econbiz.de/10003432622
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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/10003541997
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The limits of diversification when losses may be large
Ibragimov, Rustam; Walden, Johan - In: Journal of banking & finance 31 (2007) 8, pp. 2551-2569
Persistent link: https://www.econbiz.de/10003522982