Rustam Ibragimov, Ph.D.
Affiliations: | 2005 | Yale University, New Haven, CT |
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"Rustam Ibragimov"Parents
Sign in to add mentor| Peter C.B. Phillips | grad student | 2005 | Yale | |
| (New majorization theory in economics and martingale convergence results in econometrics.) | ||||
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Publications
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| Chen Z, Ibragimov R. (2019) One country, two systems? The heavy-tailedness of Chinese A- and H- share markets Emerging Markets Review. 38: 115-141 |
| Ibragimov R, Brown DJ. (2019) Sign tests for dependent observations Econometrics and Statistics. 10: 1-8 |
| Ibragimov M, Ibragimov R, Kattuman P, et al. (2018) Income inequality and price elasticity of market demand: the case of crossing Lorenz curves Economic Theory. 65: 729-750 |
| Ibragimov M, Ibragimov R. (2018) Heavy tails and upper-tail inequality: The case of Russia Empirical Economics. 54: 823-837 |
| Ibragimov M, Ibragimov R. (2017) Unemployment and output dynamics in CIS countries: Okun's law revisited Applied Economics. 49: 3453-3479 |
| Ankudinov A, Ibragimov R, Lebedev O. (2017) Sanctions and the Russian stock market Research in International Business and Finance. 40: 150-162 |
| Gu Z, Ibragimov R. (2017) The “Cubic Law of the Stock Returns” in emerging markets Journal of Empirical Finance. 46: 182-190 |
| Ankudinov A, Ibragimov R, Lebedev O. (2017) Heavy tails and asymmetry of returns in the Russian stock market Emerging Markets Review. 32: 200-219 |
| Ibragimov R, Prokhorov A. (2016) Heavy tails and copulas: Limits of diversification revisited Economics Letters. 149: 102-107 |
| Brown DJ, Ibragimov R, Walden J. (2015) Bounds for path-dependent options Annals of Finance |