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Results 1-10 of 24
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Issue DateTitleAuthor(s)
12-Dec-2017Copulas and long memoryIbragimov, R; Lentzas, G
1-Jul-2014On the robustness of location estimators in models of firm growth under heavy-tailednessIbragimov, R; National Science Foundation
1-Nov-2015Bounds for path-dependent optionsBrown, DJ; Ibragimov, R; Walden, J
1-Aug-2007The limits of diversification when losses may be largeIbragimov, R; Walden, J
1-Jan-2009Portfolio diversification and value at risk under thick-tailednessIbragimov, R
1-Jan-2011Rank-1/2: A simple way to improve the OLS estimation of tail exponentsGabaix, X; Ibragimov, R; National Science Foundation
1-Jul-2013Emerging markets and heavy tailsIbragimov, M; Ibragimov, R; Kattuman, P
1-Mar-2009Nondiversification traps in catastrophe insurance marketsIbragimov, R; Jaffee, D; Walden, J
1-Oct-2010t-Statistic based correlation and heterogeneity robust inferenceIbragimov, R; Mueller, UK; National Science Foundation
1-Sep-2017Heavy tails and asymmetry of returns in the Russian stock marketAnkudinov, A; Ibragimov, R; Lebedev, O; Russian Science Foundation