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 0 28 0 2 8 252
A Tale of Two Tails: Peakedness Properties in Inheritance Models of Evolutionary Theory 0 0 0 3 0 0 3 46
Artificial Intelligence–Based Forecasting of Oil Prices: Evidence from Neural Network Models 1 1 21 21 1 1 19 19
COVID-19: Tail Risk and Predictive Regressions 0 0 0 52 1 1 7 45
Copula-Based Dependence Characterizations and Modeling for Time Series 0 0 0 270 0 1 10 607
Demand-Driven Innovation and Spatial Competition Over Time Under Heavy-Tailed Signals 0 0 0 59 1 1 10 257
Efficiency of linear estimators under heavy-tailedness: convolutions of [alpha]-symmetric distributions 0 0 0 1 0 1 9 39
Fat tails and copulas: limits of diversification revisited 0 0 0 52 0 1 13 170
Heavy-tailedness and Threshold Sex Determination 0 0 0 2 0 0 1 98
Log(Rank-1/2): A Simple Way to Improve the OLS Estimation of Tail Exponents 0 0 1 180 0 4 20 760
Market Demand Elasticity and Income Inequality 0 0 0 18 0 0 15 115
Measuring Inequality in CIS Countries: Theory and Empirics 0 0 0 21 0 0 21 248
New Approaches to Robust Inference on Market (Non-)Efficiency, Volatility Clustering and Nonlinear Dependence 0 0 0 24 0 0 6 47
New robust inference for predictive regressions 0 0 0 9 0 0 11 52
On Efficiency of Linear Estimators Under Heavy-Tailedness 0 0 0 44 0 2 11 260
On Extremal Distributions and Sharp L[sub]p-Bounds For Sums of Multilinear Forms 0 0 0 2 0 0 11 33
Optimal Bundling Strategies For Complements And Substitutes With Heavy-Tailed Valuations 0 0 0 89 0 1 15 304
Optimal Constants in the Rosenthal Inequality for Random Variables with Zero Odd Moments 0 0 0 14 0 2 9 87
Portfolio Diversification Under Local, Moderate and Global Deviations From Power Laws 0 0 2 88 0 0 9 277
Portfolio Diversification and Value At Risk Under Thick-Tailedness 0 0 0 0 1 1 9 10
Portfolio Diversification and Value at Risk Under Thick-Tailedness 0 0 1 122 0 0 14 379
Portfolio Diversification under Local and Moderate Deviations from Power Laws 0 0 0 7 0 0 6 63
Randomized Sign Test for Dependent Observations on Discrete Choice under Risk 0 0 0 117 0 1 18 698
Rank-1/2: A Simple Way to Improve the OLS Estimation of Tail Exponents 0 0 0 201 0 1 16 576
Regression Asymptotics Using Martingale Convergence Methods 0 0 0 253 0 0 16 839
Regression asymptotics using martingale convergence methods 0 0 0 6 0 0 9 85
Robust Analysis of Income Inequality Dynamics in Russia: t-Statistic Based Approaches 0 0 1 23 0 0 19 121
Robust Cauchy-Based Methods for Predictive Regressions 0 0 16 16 1 6 29 29
Robust Inference on Income Inequality: $t$-Statistic Based Approaches 0 0 0 22 0 0 10 37
Shifting paradigms: on the robustness of economic models to heavy-tailedness assumptions 0 0 0 109 0 1 17 511
Sign Tests for Dependent Observations 0 0 0 38 0 1 7 166
Sign Tests for Dependent Observations and Bounds for Path-Dependent Options 0 0 0 108 0 1 26 812
Sign Tests for Dependent Observations and Bounds for Path-Dependent Options 0 0 0 0 0 1 9 15
The Limits of Diversification When Losses May Be Large 0 0 0 144 0 0 8 800
The exact constant in the Rosenthal inequality for random variables with mean zero 0 0 1 10 0 1 4 44
The limits of diversification when losses may be large 0 0 0 13 0 0 24 127
Thou shalt not diversity: Why "Two of Every Sort"? 0 0 0 0 0 1 9 41
Total Working Papers 1 1 43 2,166 5 32 458 9,069

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 1 1 2 12 1 2 7 65
A method of calculating the spectral radius of a nonnegative matrix and its applications 0 0 0 171 0 0 16 1,024
A tale of two tails: peakedness properties in inheritance models of evolutionary theory 0 0 0 8 0 2 8 63
Analogues of Khintchine, Marcinkiewicz–Zygmund and Rosenthal Inequalities for Symmetric Statistics 0 0 0 25 0 0 7 100
Bounds for path-dependent options 0 0 1 17 1 4 14 68
COPULA-BASED CHARACTERIZATIONS FOR HIGHER ORDER MARKOV PROCESSES 0 0 1 54 1 5 13 156
COVID-19: Tail risk and predictive regressions 0 0 0 0 0 1 8 8
Cryptocurrency Exchange Simulation 0 0 0 2 1 1 28 38
Diversification disasters 0 1 2 167 0 4 22 541
EFFICIENCY OF LINEAR ESTIMATORS UNDER HEAVY-TAILEDNESS: CONVOLUTIONS OF α-SYMMETRIC DISTRIBUTIONS 0 0 0 11 1 2 7 72
Emerging markets and heavy tails 0 0 2 109 0 1 15 287
Equilibrium with Monoline and Multiline Structures* 0 0 0 0 1 1 12 13
Equity returns and sentiment 0 0 0 2 0 0 6 15
Exact Estimates for Moments of Random Bilinear Forms 0 0 0 0 0 0 8 8
Extreme movements of the Russian stock market and their consequences for management and economic modeling 0 0 3 77 0 0 15 283
Heavy tails and asymmetry of returns in the Russian stock market 0 0 0 23 0 2 16 102
Heavy tails and copulas: Limits of diversification revisited 0 0 2 50 0 1 11 138
Heavy tails and upper-tail inequality: The case of Russia 0 0 0 10 0 1 16 103
Heavy-tailedness and threshold sex determination 0 0 0 3 0 0 5 153
Income inequality and price elasticity of market demand: the case of crossing Lorenz curves 0 0 0 4 0 1 7 95
Inference with Few Heterogeneous Clusters 0 2 5 36 0 8 44 209
Market Demand Elasticity and Income Inequality 0 0 0 78 1 1 6 306
NEW ROBUST INFERENCE FOR PREDICTIVE REGRESSIONS 0 0 1 2 1 1 17 21
New Approaches to Robust Inference on Market (Non-)efficiency, Volatility Clustering and Nonlinear Dependence† 0 1 2 2 1 5 21 25
Nondiversification Traps in Catastrophe Insurance Markets 0 0 0 6 0 3 13 29
Nondiversification Traps in Catastrophe Insurance Markets 0 0 0 26 0 0 10 173
On the robustness of location estimators in models of firm growth under heavy-tailedness 0 0 0 5 0 0 8 71
One country, two systems? The heavy-tailedness of Chinese A- and H- share markets 0 0 0 18 0 1 36 141
Optimal Bundling Strategies Under Heavy-Tailed Valuations 0 1 1 16 0 1 17 64
Optimal constants in the Rosenthal inequality for random variables with zero odd moments 0 0 0 8 0 0 6 51
Portfolio diversification and value at risk under thick-tailedness 0 0 2 33 0 2 14 126
Portfolio diversification under local and moderate deviations from power laws 0 0 0 10 0 0 6 42
Predictability of cryptocurrency returns: evidence from robust tests 0 1 8 23 1 4 30 73
Pricing and Capital Allocation for Multiline Insurance Firms 0 0 0 14 0 0 5 59
REGRESSION ASYMPTOTICS USING MARTINGALE CONVERGENCE METHODS 0 0 1 30 0 1 18 135
Rank - 1 / 2: A Simple Way to Improve the OLS Estimation of Tail Exponents 0 0 1 97 2 6 26 328
Rank − 1 / 2: A Simple Way to Improve the OLS Estimation of Tail Exponents 0 0 0 37 1 1 15 211
Robust inference on income inequality: t-statistic based approach 0 0 3 3 0 0 14 17
Sanctions and the Russian stock market 0 3 10 122 0 12 51 401
Sign tests for dependent observations 0 0 1 6 0 0 5 36
The best constant in the Rosenthal inequality for nonnegative random variables 0 0 1 6 0 1 6 29
The changing landscape of cyber risk: An empirical analysis of loss severity and tail dynamics 0 0 0 0 2 4 7 7
The limits of diversification when losses may be large 0 0 0 40 1 2 12 162
The “Cubic Law of the Stock Returns” in emerging markets 0 0 1 8 1 10 27 96
Unemployment and output dynamics in CIS countries: Okun’s law revisited 0 0 1 16 0 0 11 56
Value at risk and efficiency under dependence and heavy-tailedness: models with common shocks 0 0 0 16 0 0 8 97
t-Statistic Based Correlation and Heterogeneity Robust Inference 0 0 0 18 0 0 17 146
Total Journal Articles 1 10 51 1,421 17 91 691 6,443

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 0 2 34 1 3 16 138
Total Books 0 0 2 34 1 3 16 138

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 1 9 0 1 22 40
Copula Tests Using Information Matrix 0 0 0 5 0 0 5 15
From Independence to Dependence via Copulas and U-statistics 0 0 0 6 0 0 9 21
Introduction and Overview 0 0 0 9 0 1 4 19
Limits of Diversification under Fat Tails and Dependence 0 0 0 2 0 0 6 16
Portfolio Diversification under Independent Fat Tailed Risks 0 0 1 17 0 2 4 30
Robustness of Econometric Methods to Copula Misspecification and Heavy Tails 0 0 0 2 0 0 4 9
Summary and Conclusion 0 0 0 1 0 0 8 9
Total Chapters 0 0 2 51 0 4 62 159

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Statistics updated 2026-08-07