Rustam Ibragimov

Available identifiers

zbMath Open ibragimov.rustamDBLP63/8756WikidataQ102199219 ScholiaQ102199219MaRDI QIDQ635959

List of research outcomes

Publication	Date of Publication	Type
New robust inference for predictive regressions	2025-01-20	Paper
Predictability of cryptocurrency returns: evidence from robust tests	2022-06-24	Paper
Equity returns and sentiment	2022-06-24	Paper
Equilibrium with Monoline and Multiline Structures	2019-10-25	Paper
Heavy Tails and Copulas	2019-07-03	Paper
Income inequality and price elasticity of market demand: the case of crossing Lorenz curves	2018-06-14	Paper
Copulas and long memory	2018-01-12	Paper
Inequalities and extremal problems in probability and statistics. Selected topics	2016-11-17	Paper
Bounds for path-dependent options	2016-01-07	Paper
Heavy-tailed distributions and robustness in economics and finance	2015-06-18	Paper
On the robustness of location estimators in models of firm growth under heavy-tailedness	2014-06-04	Paper
https://portal.mardi4nfdi.de/entity/Q5326859	2013-07-31	Paper
Efficiency of linear estimators under heavy-tailedness: convolutions of alpha-symmetric distri\-butions	2012-05-14	Paper
Optimal Bundling Strategies Under Heavy-Tailed Valuations	2012-02-27	Paper
Value at risk and efficiency under dependence and heavy-tailedness: models with common shocks	2011-08-25	Paper
Rank − 1 / 2: A Simple Way to Improve the OLS Estimation of Tail Exponents	2011-04-13	Paper
t-Statistic Based Correlation and Heterogeneity Robust Inference	2010-12-30	Paper
https://portal.mardi4nfdi.de/entity/Q3580327	2010-08-12	Paper
Portfolio diversification and value at risk under thick-tailedness†	2009-11-16	Paper
COPULA-BASED CHARACTERIZATIONS FOR HIGHER ORDER MARKOV PROCESSES	2009-09-30	Paper
REGRESSION ASYMPTOTICS USING MARTINGALE CONVERGENCE METHODS	2009-06-11	Paper
Portfolio diversification under local and moderate deviations from power laws	2009-01-28	Paper
Heavy-tailedness and threshold sex determination	2008-11-14	Paper
Optimal constants in the Rosenthal inequality for random variables with zero odd moments	2008-03-12	Paper
Thou Shalt not Diversify: Why ‘Two Of Every Sort’?	2008-02-22	Paper
Market demand elasticity and income inequality	2007-09-06	Paper
Bounds on moments of symmetric statistics	2005-04-28	Paper
Option bounds	2004-10-25	Paper
On extremal distributions and sharp \(L_p\)-bounds for sums of multilinear forms	2004-03-20	Paper
A characterization of joint distribution of two-valued random variables and its applications	2003-03-16	Paper
On sharp Burkholder-Rosenthal-type inequalities for infinite-degree \(U\)-statistics	2003-03-11	Paper
The best constant in the Rosenthal inequality for nonnegative random variables	2002-09-05	Paper
The Exact Constant in the Rosenthal Inequality for Random Variables with Mean Zero	2002-04-25	Paper
Exact estimates for moments of random bilinear forms	2001-07-12	Paper
Analogues of Khintchine, Marcinkiewicz–Zygmund and Rosenthal Inequalities for Symmetric Statistics	2000-05-24	Paper
О точной константе в неравенстве Розенталя	1999-01-21	Paper

Research outcomes over time

This page was built for person: Rustam Ibragimov