Details about Rustam Ibragimov

Access statistics for papers by Rustam Ibragimov.

Last updated 2007-07-25. Update your information in the RePEc Author Service.

Short-id: pib6

Working Papers

2007

1. Rank-1/2: A Simple Way to Improve the OLS Estimation of Tail Exponents
   NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations

2006

2. Log(Rank-1/2): A Simple Way to Improve the OLS Estimation of Tail Exponents
   Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research View citations
3. Portfolio Diversification Under Local, Moderate and Global Deviations From Power Laws
   Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research
4. Sign Tests for Dependent Observations
   Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research
5. The Limits of Diversification When Losses May Be Large
   Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research View citations

2005

6. A Tale of Two Tails: Peakedness Properties in Inheritance Models of Evolutionary Theory
   Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research View citations
7. Copula-Based Dependence Characterizations and Modeling for Time Series
   Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research
8. Demand-Driven Innovation and Spatial Competition Over Time Under Heavy-Tailed Signals
   Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research
9. On Efficiency of Linear Estimators Under Heavy-Tailedness
   Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research
10. Optimal Bundling Strategies For Complements And Substitutes With Heavy-Tailed Valuations
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research
11. Portfolio Diversification and Value at Risk Under Thick-Tailedness
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research
12. Randomized Sign Test for Dependent Observations on Discrete Choice under Risk
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University
13. Sign Tests for Dependent Observations and Bounds for Path-Dependent Options
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations

2004

14. Regression Asymptotics Using Martingale Convergence Methods
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
15. Shifting paradigms: on the robustness of economic models to heavy-tailedness assumptions
    Econometric Society 2004 Latin American Meetings, Econometric Society

Journal Articles

2007

1. Market Demand Elasticity and Income Inequality
   Economic Theory, 2007, 32, (3), 579-587

2000

2. exposita notes: A method of calculating the spectral radius of a nonnegative matrix and its applications
   Economic Theory, 2001, 17, (2), 467-480

1999

3. Analogues of Khintchine, Marcinkiewicz-Zygmund and Rosenthal Inequalities for Symmetric Statistics
   Scandinavian Journal of Statistics, 1999, 26, (4), 621-633