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 28 1 4 6 248
A Tale of Two Tails: Peakedness Properties in Inheritance Models of Evolutionary Theory 0 0 0 3 0 2 4 45
Artificial Intelligence–Based Forecasting of Oil Prices: Evidence from Neural Network Models 18 18 18 18 8 8 8 8
COVID-19: Tail Risk and Predictive Regressions 0 0 0 52 1 4 7 44
Copula-Based Dependence Characterizations and Modeling for Time Series 0 0 0 270 0 8 10 606
Demand-Driven Innovation and Spatial Competition Over Time Under Heavy-Tailed Signals 0 0 0 59 0 4 8 254
Efficiency of linear estimators under heavy-tailedness: convolutions of [alpha]-symmetric distributions 0 0 0 1 0 3 7 37
Fat tails and copulas: limits of diversification revisited 0 0 1 52 1 5 8 163
Heavy-tailedness and Threshold Sex Determination 0 0 0 2 0 1 2 98
Log(Rank-1/2): A Simple Way to Improve the OLS Estimation of Tail Exponents 0 1 1 180 3 10 11 750
Market Demand Elasticity and Income Inequality 0 0 0 18 1 7 14 111
Measuring Inequality in CIS Countries: Theory and Empirics 0 0 1 21 4 11 16 242
New Approaches to Robust Inference on Market (Non-)Efficiency, Volatility Clustering and Nonlinear Dependence 0 0 0 24 1 2 4 44
New robust inference for predictive regressions 0 0 0 9 1 7 9 49
On Efficiency of Linear Estimators Under Heavy-Tailedness 0 0 0 44 1 5 8 255
On Extremal Distributions and Sharp L[sub]p-Bounds For Sums of Multilinear Forms 0 0 1 2 1 5 7 28
Optimal Bundling Strategies For Complements And Substitutes With Heavy-Tailed Valuations 0 0 0 89 0 9 11 299
Optimal Constants in the Rosenthal Inequality for Random Variables with Zero Odd Moments 0 0 0 14 0 4 6 84
Portfolio Diversification Under Local, Moderate and Global Deviations From Power Laws 0 1 1 87 0 4 6 274
Portfolio Diversification and Value At Risk Under Thick-Tailedness 0 0 0 0 0 5 5 6
Portfolio Diversification and Value at Risk Under Thick-Tailedness 0 0 1 122 1 8 11 376
Portfolio Diversification under Local and Moderate Deviations from Power Laws 0 0 0 7 0 3 3 60
Randomized Sign Test for Dependent Observations on Discrete Choice under Risk 0 0 0 117 1 10 12 691
Rank-1/2: A Simple Way to Improve the OLS Estimation of Tail Exponents 0 0 1 201 3 9 12 571
Regression Asymptotics Using Martingale Convergence Methods 0 0 0 253 0 12 13 836
Regression asymptotics using martingale convergence methods 0 0 0 6 0 3 4 80
Robust Analysis of Income Inequality Dynamics in Russia: t-Statistic Based Approaches 0 0 2 23 3 10 17 117
Robust Cauchy-Based Methods for Predictive Regressions 0 2 16 16 4 14 19 19
Robust Inference on Income Inequality: $t$-Statistic Based Approaches 0 0 0 22 0 2 9 32
Shifting paradigms: on the robustness of economic models to heavy-tailedness assumptions 0 0 0 109 2 10 11 505
Sign Tests for Dependent Observations 0 0 1 38 2 4 6 164
Sign Tests for Dependent Observations and Bounds for Path-Dependent Options 0 0 0 0 0 4 7 12
Sign Tests for Dependent Observations and Bounds for Path-Dependent Options 0 0 0 108 1 12 19 805
The Limits of Diversification When Losses May Be Large 0 0 0 144 1 3 8 798
The exact constant in the Rosenthal inequality for random variables with mean zero 0 0 2 9 0 0 3 41
The limits of diversification when losses may be large 0 0 0 13 3 15 24 125
Thou shalt not diversity: Why "Two of Every Sort"? 0 0 0 0 0 3 6 37
Total Working Papers 18 22 47 2,161 44 230 341 8,914

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Characterization of Joint Distribution of Two-Valued Random Variables and Its Applications 0 0 1 11 0 2 3 61
A method of calculating the spectral radius of a nonnegative matrix and its applications 0 0 1 171 0 12 14 1,021
A tale of two tails: peakedness properties in inheritance models of evolutionary theory 0 0 0 8 0 3 5 59
Analogues of Khintchine, Marcinkiewicz–Zygmund and Rosenthal Inequalities for Symmetric Statistics 0 0 0 25 1 2 4 97
Bounds for path-dependent options 0 1 2 17 0 4 9 61
COPULA-BASED CHARACTERIZATIONS FOR HIGHER ORDER MARKOV PROCESSES 0 1 1 54 1 3 6 149
COVID-19: Tail risk and predictive regressions 0 0 0 0 0 5 6 6
Cryptocurrency Exchange Simulation 0 0 1 2 3 15 27 30
Diversification disasters 0 1 2 166 1 10 22 535
EFFICIENCY OF LINEAR ESTIMATORS UNDER HEAVY-TAILEDNESS: CONVOLUTIONS OF α-SYMMETRIC DISTRIBUTIONS 0 0 0 11 1 2 3 68
Emerging markets and heavy tails 0 0 7 109 0 6 18 284
Equilibrium with Monoline and Multiline Structures* 0 0 0 0 2 5 6 7
Equity returns and sentiment 0 0 1 2 0 3 6 14
Exact Estimates for Moments of Random Bilinear Forms 0 0 0 0 0 6 6 6
Extreme movements of the Russian stock market and their consequences for management and economic modeling 0 0 5 77 1 5 18 281
Heavy tails and asymmetry of returns in the Russian stock market 0 0 1 23 2 7 14 99
Heavy tails and copulas: Limits of diversification revisited 0 1 3 50 1 3 9 133
Heavy tails and upper-tail inequality: The case of Russia 0 0 0 10 0 5 13 95
Heavy-tailedness and threshold sex determination 0 0 1 3 0 2 4 151
Income inequality and price elasticity of market demand: the case of crossing Lorenz curves 0 0 0 4 0 2 3 91
Inference with Few Heterogeneous Clusters 0 1 2 33 7 15 27 190
Market Demand Elasticity and Income Inequality 0 0 0 78 0 1 5 304
NEW ROBUST INFERENCE FOR PREDICTIVE REGRESSIONS 0 0 1 2 0 5 11 14
New Approaches to Robust Inference on Market (Non-)efficiency, Volatility Clustering and Nonlinear Dependence† 0 0 0 0 1 8 13 16
Nondiversification Traps in Catastrophe Insurance Markets 0 0 0 26 0 4 5 167
Nondiversification Traps in Catastrophe Insurance Markets 0 0 1 6 1 5 9 24
On the robustness of location estimators in models of firm growth under heavy-tailedness 0 0 0 5 0 6 7 70
One country, two systems? The heavy-tailedness of Chinese A- and H- share markets 0 0 1 18 2 28 36 138
Optimal Bundling Strategies Under Heavy-Tailed Valuations 0 0 0 15 2 9 12 59
Optimal constants in the Rosenthal inequality for random variables with zero odd moments 0 0 0 8 0 3 4 49
Portfolio diversification and value at risk under thick-tailedness 0 0 3 33 1 4 11 121
Portfolio diversification under local and moderate deviations from power laws 0 0 1 10 2 3 5 40
Predictability of cryptocurrency returns: evidence from robust tests 0 0 9 20 3 9 30 62
Pricing and Capital Allocation for Multiline Insurance Firms 0 0 0 14 2 3 3 57
REGRESSION ASYMPTOTICS USING MARTINGALE CONVERGENCE METHODS 0 0 1 30 0 10 13 130
Rank - 1 / 2: A Simple Way to Improve the OLS Estimation of Tail Exponents 0 0 0 96 8 12 14 315
Rank − 1 / 2: A Simple Way to Improve the OLS Estimation of Tail Exponents 0 0 0 37 1 9 15 210
Robust inference on income inequality: t-statistic based approach 0 1 3 3 2 9 15 15
Sanctions and the Russian stock market 1 3 12 118 9 23 51 382
Sign tests for dependent observations 0 1 1 6 1 3 5 34
The best constant in the Rosenthal inequality for nonnegative random variables 1 1 1 6 2 4 5 28
The changing landscape of cyber risk: An empirical analysis of loss severity and tail dynamics 0 0 0 0 0 2 2 2
The limits of diversification when losses may be large 0 0 0 40 0 3 9 157
The “Cubic Law of the Stock Returns” in emerging markets 0 0 2 8 1 13 16 83
Unemployment and output dynamics in CIS countries: Okun’s law revisited 0 0 3 15 0 6 14 53
Value at risk and efficiency under dependence and heavy-tailedness: models with common shocks 0 0 0 16 1 5 7 96
t-Statistic Based Correlation and Heterogeneity Robust Inference 0 0 1 18 2 8 13 141
Total Journal Articles 2 11 68 1,404 61 312 553 6,205

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Heavy Tails and Copulas:Topics in Dependence Modelling in Economics and Finance 0 1 3 34 0 6 12 131
Total Books 0 1 3 34 0 6 12 131

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Market Crash or Tail Risk? Heavy Tails and Asymmetry of Returns in the Chinese Stock Market 0 0 3 9 2 15 25 37
Copula Tests Using Information Matrix 0 0 0 5 2 3 5 15
From Independence to Dependence via Copulas and U-statistics 0 0 0 6 0 3 4 16
Introduction and Overview 0 0 0 9 0 1 4 18
Limits of Diversification under Fat Tails and Dependence 0 0 0 2 0 2 4 14
Portfolio Diversification under Independent Fat Tailed Risks 0 0 1 17 0 0 1 27
Robustness of Econometric Methods to Copula Misspecification and Heavy Tails 0 0 1 2 0 4 6 9
Summary and Conclusion 0 0 0 1 0 6 6 7
Total Chapters 0 0 5 51 4 34 55 143

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Statistics updated 2026-03-04