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

2012

1. Robust Analysis of Income Inequality Dynamics in Russia: t-Statistic Based Approaches
   wiiw Balkan Observatory Working Papers, The Vienna Institute for International Economic Studies, wiiw View citations (2)

2010

2. Measuring Inequality in CIS Countries: Theory and Empirics
   wiiw Balkan Observatory Working Papers, The Vienna Institute for International Economic Studies, wiiw View citations (3)

2007

3. 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 (92)

2006

4. 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 (18)
5. Portfolio Diversification Under Local, Moderate and Global Deviations From Power Laws
   Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research View citations (6)
6. Sign Tests for Dependent Observations
   Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research
7. The Limits of Diversification When Losses May Be Large
   Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research View citations (24)

2005

8. 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 (2)
9. Copula-Based Dependence Characterizations and Modeling for Time Series
   Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research View citations (8)
10. Demand-Driven Innovation and Spatial Competition Over Time Under Heavy-Tailed Signals
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research View citations (1)
11. On Efficiency of Linear Estimators Under Heavy-Tailedness
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research View citations (7)
12. Optimal Bundling Strategies For Complements And Substitutes With Heavy-Tailed Valuations
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research View citations (1)
13. Portfolio Diversification and Value at Risk Under Thick-Tailedness
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research View citations (12)
14. Randomized Sign Test for Dependent Observations on Discrete Choice under Risk
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University
15. Sign Tests for Dependent Observations and Bounds for Path-Dependent Options
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (2)

2004

16. Regression Asymptotics Using Martingale Convergence Methods
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (9)
17. Shifting paradigms: on the robustness of economic models to heavy-tailedness assumptions
    Econometric Society 2004 Latin American Meetings, Econometric Society View citations (4)

Journal Articles

2017

1. Extreme movements of the Russian stock market and their consequences for management and economic modeling
   Applied Econometrics, 2017, 45, 75-92 View citations (1)

2007

2. Market Demand Elasticity and Income Inequality
   Economic Theory, 2007, 32, (3), 579-587 View citations (6)

2000

3. A method of calculating the spectral radius of a nonnegative matrix and its applications
   Economic Theory, 2001, 17, (2), 467-480 View citations (1)

1999

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