Access Statistics for Rustam Ibragimov

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Tale of Two Tails: Peakedness Properties in Inheritance Models of Evolutionary Theory 0 0 1 27 1 1 6 238
Copula-Based Dependence Characterizations and Modeling for Time Series 1 1 1 266 3 5 6 581
Demand-Driven Innovation and Spatial Competition Over Time Under Heavy-Tailed Signals 0 0 1 56 1 3 10 240
Log(Rank-1/2): A Simple Way to Improve the OLS Estimation of Tail Exponents 0 0 1 176 2 5 13 717
On Efficiency of Linear Estimators Under Heavy-Tailedness 1 1 1 42 3 3 3 232
Optimal Bundling Strategies For Complements And Substitutes With Heavy-Tailed Valuations 0 2 3 87 1 4 6 279
Portfolio Diversification Under Local, Moderate and Global Deviations From Power Laws 0 0 1 84 3 7 13 259
Portfolio Diversification and Value at Risk Under Thick-Tailedness 0 0 0 116 0 1 3 348
Randomized Sign Test for Dependent Observations on Discrete Choice under Risk 0 0 0 116 0 0 5 669
Rank-1/2: A Simple Way to Improve the OLS Estimation of Tail Exponents 0 1 5 195 3 6 19 524
Regression Asymptotics Using Martingale Convergence Methods 0 0 1 252 0 1 3 815
Shifting paradigms: on the robustness of economic models to heavy-tailedness assumptions 0 0 1 107 0 0 1 481
Sign Tests for Dependent Observations 0 0 1 37 0 0 3 156
Sign Tests for Dependent Observations and Bounds for Path-Dependent Options 0 0 0 107 0 0 9 780
The Limits of Diversification When Losses May Be Large 0 0 1 137 1 3 7 770
Total Working Papers 2 5 18 1,805 18 39 107 7,089


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A method of calculating the spectral radius of a nonnegative matrix and its applications 0 0 1 167 0 0 2 992
Analogues of Khintchine, Marcinkiewicz–Zygmund and Rosenthal Inequalities for Symmetric Statistics 0 0 0 23 0 1 4 83
Extreme movements of the Russian stock market and their consequences for management and economic modeling 0 0 8 41 0 1 22 181
Market Demand Elasticity and Income Inequality 0 0 1 76 1 3 9 284
Total Journal Articles 0 0 10 307 1 5 37 1,540


Statistics updated 2020-09-04