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104
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81
Robust inference on income inequality : t-statistic based approach
Ibragimov, Rustam Ju.
;
Kattuman, Paul A.
;
Skrobotov, Anton
- In:
Econometric reviews
44
(
2025
)
4
,
pp. 384-415
Persistent link: https://www.econbiz.de/10015196609
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82
Pricing and capital allocation for multiline insurance firms
Ibragimov, Rustam Ju.
;
Jaffee, Dwight M.
;
Walden, Johan
- In:
The journal of risk and insurance : the journal of the …
77
(
2010
)
3
,
pp. 551-578
Persistent link: https://www.econbiz.de/10008650425
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83
Diversification disasters
Ibragimov, Rustam Ju.
;
Jaffee, Dwight M.
;
Walden, Johan
- In:
Journal of financial economics
99
(
2011
)
2
,
pp. 333-348
Persistent link: https://www.econbiz.de/10009242355
Saved in:
84
Modeling and forecasting income tax revenue : the case of Uzbekistan
Ibragimov, Marat
;
Ibragimov, Rustam Ju.
;
Sirajiddinov, …
- In:
Economic forecasting
,
(pp. 213-227)
.
2010
Persistent link: https://www.econbiz.de/10009130846
Saved in:
85
Value at risk and efficiency under dependence and heavy-tailedness : models with common shocks
Ibragimov, Rustam Ju.
;
Walden, Johan
- In:
Annals of finance
7
(
2011
)
3
,
pp. 285-318
Persistent link: https://www.econbiz.de/10009248124
Saved in:
86
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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87
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
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88
Optimal bundling strategies under heavy-tailed valuations
Ibragimov, Rustam Ju.
;
Walden, Johan
- In:
Management science : journal of the Institute for …
56
(
2010
)
11
,
pp. 1963-1976
Persistent link: https://www.econbiz.de/10008748114
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89
Rank-1/2 : a simple way to improve the OLS estimation of tail exponents
Gabaix, Xavier
;
Ibragimov, Rustam Ju.
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
1
,
pp. 24-39
Persistent link: https://www.econbiz.de/10009159132
Saved in:
90
Copulas and long memory
Ibragimov, Rustam Ju.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003767933
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