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 3 8 251
A Tale of Two Tails: Peakedness Properties in Inheritance Models of Evolutionary Theory 0 0 0 3 0 1 4 46
Artificial Intelligence–Based Forecasting of Oil Prices: Evidence from Neural Network Models 0 2 20 20 0 10 18 18
COVID-19: Tail Risk and Predictive Regressions 0 0 0 52 0 0 6 44
Copula-Based Dependence Characterizations and Modeling for Time Series 0 0 0 270 0 0 9 606
Demand-Driven Innovation and Spatial Competition Over Time Under Heavy-Tailed Signals 0 0 0 59 0 2 10 256
Efficiency of linear estimators under heavy-tailedness: convolutions of [alpha]-symmetric distributions 0 0 0 1 0 1 8 38
Fat tails and copulas: limits of diversification revisited 0 0 0 52 0 6 12 169
Heavy-tailedness and Threshold Sex Determination 0 0 0 2 0 0 2 98
Log(Rank-1/2): A Simple Way to Improve the OLS Estimation of Tail Exponents 0 0 1 180 0 6 16 756
Market Demand Elasticity and Income Inequality 0 0 0 18 0 4 15 115
Measuring Inequality in CIS Countries: Theory and Empirics 0 0 0 21 0 6 21 248
New Approaches to Robust Inference on Market (Non-)Efficiency, Volatility Clustering and Nonlinear Dependence 0 0 0 24 0 3 6 47
New robust inference for predictive regressions 0 0 0 9 0 3 11 52
On Efficiency of Linear Estimators Under Heavy-Tailedness 0 0 0 44 2 5 13 260
On Extremal Distributions and Sharp L[sub]p-Bounds For Sums of Multilinear Forms 0 0 0 2 0 5 11 33
Optimal Bundling Strategies For Complements And Substitutes With Heavy-Tailed Valuations 0 0 0 89 1 5 15 304
Optimal Constants in the Rosenthal Inequality for Random Variables with Zero Odd Moments 0 0 0 14 1 2 8 86
Portfolio Diversification Under Local, Moderate and Global Deviations From Power Laws 0 1 2 88 0 3 9 277
Portfolio Diversification and Value At Risk Under Thick-Tailedness 0 0 0 0 0 3 8 9
Portfolio Diversification and Value at Risk Under Thick-Tailedness 0 0 1 122 0 3 14 379
Portfolio Diversification under Local and Moderate Deviations from Power Laws 0 0 0 7 0 3 6 63
Randomized Sign Test for Dependent Observations on Discrete Choice under Risk 0 0 0 117 0 6 17 697
Rank-1/2: A Simple Way to Improve the OLS Estimation of Tail Exponents 0 0 1 201 0 4 16 575
Regression Asymptotics Using Martingale Convergence Methods 0 0 0 253 0 3 16 839
Regression asymptotics using martingale convergence methods 0 0 0 6 0 5 9 85
Robust Analysis of Income Inequality Dynamics in Russia: t-Statistic Based Approaches 0 0 2 23 0 4 21 121
Robust Cauchy-Based Methods for Predictive Regressions 0 0 16 16 4 8 27 27
Robust Inference on Income Inequality: $t$-Statistic Based Approaches 0 0 0 22 0 5 13 37
Shifting paradigms: on the robustness of economic models to heavy-tailedness assumptions 0 0 0 109 1 6 17 511
Sign Tests for Dependent Observations 0 0 1 38 0 1 7 165
Sign Tests for Dependent Observations and Bounds for Path-Dependent Options 0 0 0 108 0 6 25 811
Sign Tests for Dependent Observations and Bounds for Path-Dependent Options 0 0 0 0 1 3 9 15
The Limits of Diversification When Losses May Be Large 0 0 0 144 0 2 8 800
The exact constant in the Rosenthal inequality for random variables with mean zero 0 1 2 10 1 3 5 44
The limits of diversification when losses may be large 0 0 0 13 0 2 24 127
Thou shalt not diversity: Why "Two of Every Sort"? 0 0 0 0 0 3 8 40
Total Working Papers 0 4 47 2,165 12 135 452 9,049

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 1 3 6 64
A method of calculating the spectral radius of a nonnegative matrix and its applications 0 0 0 171 0 3 16 1,024
A tale of two tails: peakedness properties in inheritance models of evolutionary theory 0 0 0 8 2 4 8 63
Analogues of Khintchine, Marcinkiewicz–Zygmund and Rosenthal Inequalities for Symmetric Statistics 0 0 0 25 0 3 7 100
Bounds for path-dependent options 0 0 1 17 2 5 13 66
COPULA-BASED CHARACTERIZATIONS FOR HIGHER ORDER MARKOV PROCESSES 0 0 1 54 3 5 11 154
COVID-19: Tail risk and predictive regressions 0 0 0 0 1 2 8 8
Cryptocurrency Exchange Simulation 0 0 1 2 0 7 32 37
Diversification disasters 1 1 3 167 2 4 21 539
EFFICIENCY OF LINEAR ESTIMATORS UNDER HEAVY-TAILEDNESS: CONVOLUTIONS OF α-SYMMETRIC DISTRIBUTIONS 0 0 0 11 1 3 6 71
Emerging markets and heavy tails 0 0 2 109 0 2 14 286
Equilibrium with Monoline and Multiline Structures* 0 0 0 0 0 5 11 12
Equity returns and sentiment 0 0 0 2 0 1 6 15
Exact Estimates for Moments of Random Bilinear Forms 0 0 0 0 0 2 8 8
Extreme movements of the Russian stock market and their consequences for management and economic modeling 0 0 3 77 0 2 15 283
Heavy tails and asymmetry of returns in the Russian stock market 0 0 0 23 2 3 16 102
Heavy tails and copulas: Limits of diversification revisited 0 0 2 50 1 5 12 138
Heavy tails and upper-tail inequality: The case of Russia 0 0 0 10 0 7 17 102
Heavy-tailedness and threshold sex determination 0 0 0 3 0 2 5 153
Income inequality and price elasticity of market demand: the case of crossing Lorenz curves 0 0 0 4 1 4 7 95
Inference with Few Heterogeneous Clusters 2 3 5 36 4 15 41 205
Market Demand Elasticity and Income Inequality 0 0 0 78 0 1 6 305
NEW ROBUST INFERENCE FOR PREDICTIVE REGRESSIONS 0 0 1 2 0 6 16 20
New Approaches to Robust Inference on Market (Non-)efficiency, Volatility Clustering and Nonlinear Dependence† 0 1 1 1 1 5 17 21
Nondiversification Traps in Catastrophe Insurance Markets 0 0 0 6 3 5 13 29
Nondiversification Traps in Catastrophe Insurance Markets 0 0 0 26 0 6 10 173
On the robustness of location estimators in models of firm growth under heavy-tailedness 0 0 0 5 0 1 8 71
One country, two systems? The heavy-tailedness of Chinese A- and H- share markets 0 0 0 18 0 2 35 140
Optimal Bundling Strategies Under Heavy-Tailed Valuations 1 1 1 16 1 5 17 64
Optimal constants in the Rosenthal inequality for random variables with zero odd moments 0 0 0 8 0 2 6 51
Portfolio diversification and value at risk under thick-tailedness 0 0 2 33 1 4 14 125
Portfolio diversification under local and moderate deviations from power laws 0 0 1 10 0 2 7 42
Predictability of cryptocurrency returns: evidence from robust tests 0 2 7 22 0 7 30 69
Pricing and Capital Allocation for Multiline Insurance Firms 0 0 0 14 0 2 5 59
REGRESSION ASYMPTOTICS USING MARTINGALE CONVERGENCE METHODS 0 0 1 30 0 4 17 134
Rank - 1 / 2: A Simple Way to Improve the OLS Estimation of Tail Exponents 0 1 1 97 2 9 22 324
Rank − 1 / 2: A Simple Way to Improve the OLS Estimation of Tail Exponents 0 0 0 37 0 0 14 210
Robust inference on income inequality: t-statistic based approach 0 0 3 3 0 2 14 17
Sanctions and the Russian stock market 3 4 10 122 11 18 57 400
Sign tests for dependent observations 0 0 1 6 0 2 5 36
The best constant in the Rosenthal inequality for nonnegative random variables 0 0 1 6 1 1 6 29
The changing landscape of cyber risk: An empirical analysis of loss severity and tail dynamics 0 0 0 0 1 2 4 4
The limits of diversification when losses may be large 0 0 0 40 0 3 11 160
The “Cubic Law of the Stock Returns” in emerging markets 0 0 1 8 3 6 20 89
Unemployment and output dynamics in CIS countries: Okun’s law revisited 0 1 1 16 0 3 13 56
Value at risk and efficiency under dependence and heavy-tailedness: models with common shocks 0 0 0 16 0 1 8 97
t-Statistic Based Correlation and Heterogeneity Robust Inference 0 0 0 18 0 5 17 146
Total Journal Articles 7 14 51 1,418 44 191 672 6,396

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 0 4 13 135
Total Books 0 0 2 34 0 4 13 135

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 1 3 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 5 9 21
Introduction and Overview 0 0 0 9 1 1 5 19
Limits of Diversification under Fat Tails and Dependence 0 0 0 2 0 2 6 16
Portfolio Diversification under Independent Fat Tailed Risks 0 0 1 17 2 3 4 30
Robustness of Econometric Methods to Copula Misspecification and Heavy Tails 0 0 0 2 0 0 5 9
Summary and Conclusion 0 0 0 1 0 2 8 9
Total Chapters 0 0 2 51 4 16 64 159

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Statistics updated 2026-06-04