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ECONIS (ZBW)
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11
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:
12
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:
13
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:
14
Insurance equilibrium with monoline and multiline insurers
Ibragimov, Rustam Ju.
;
Jaffee, Dwight M.
;
Walden, Johan
-
2008
Persistent link: https://www.econbiz.de/10003860467
Saved in:
15
T-statistic based correlation and heterogeneity robust inference
Ibragimov, Rustam
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003480434
Saved in:
16
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
Saved in:
17
t-statistic based correlation and heterogeneity robust inference
Ibragimov, Rustam Ju.
;
Müller, Ulrich K.
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
4
,
pp. 453-468
Persistent link: https://www.econbiz.de/10008736161
Saved in:
18
Market demand elasticity and income inequality
Ibragimov, Marat
;
Ibragimov, Rustam
- In:
Economic theory : official journal of the Society for …
32
(
2007
)
3
,
pp. 579-587
Persistent link: https://www.econbiz.de/10003491957
Saved in:
19
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
Saved in:
20
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
Saved in:
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