E-LIB Suche - Ergebnisse für: Ibragimov, Rustam

1

NEW ROBUST INFERENCE FOR PREDICTIVE REGRESSIONS:

Ibragimov, Rustam ; Kim, Jihyun ; Skrobotov, Anton
Econometric Theory. , 2023

2

Impact of self-learning based high-frequency traders on the..:

Mansurov, Kirill ; Semenov, Alexander ; Grigoriev, Dmitry..
Expert Systems with Applications. 232 (2023) - p. 120567 , 2023

Link: https://doi.org/10.1016/..

3

New Approaches to Robust Inference on Market (Non-)efficien..:

Ibragimov, Rustam ; Pedersen, Rasmus Søndergaard ; Skrobotov, Anton
Journal of Financial Econometrics. , 2023

Link: https://doi.org/10.1093/..

4

COVID-19: Tail risk and predictive regressions:

Distaso, Walter ; Ibragimov, Rustam ; Semenov, Alexander..
PLOS ONE. 17 (2022) 12 - p. e0275516 , 2022

Link: https://doi.org/10.1371/..

5

Equity returns and sentiment:

Huang, Zibin ; Ibragimov, Rustam
Dependence Modeling. 10 (2022) 1 - p. 159-176 , 2022

Link: https://doi.org/10.1515/..

6

Predictability of cryptocurrency returns: evidence from rob..:

He, Siyun ; Ibragimov, Rustam
Dependence Modeling. 10 (2022) 1 - p. 191-206 , 2022

Link: https://doi.org/10.1515/..

7

One country, two systems? The heavy-tailedness of Chinese A..:

Chen, Zhimin ; Ibragimov, Rustam
Emerging Markets Review. 38 (2019) - p. 115-141 , 2019

Link: https://doi.org/10.1016/..

8

Sign tests for dependent observations:

Brown, Donald ; Ibragimov, Rustam
Econometrics and Statistics. 10 (2019) - p. 1-8 , 2019

Link: https://doi.org/10.1016/..

9

The "Cubic Law of the Stock Returns" in emerging markets:

Gu, Zhiye ; Ibragimov, Rustam
Journal of Empirical Finance. 46 (2018) - p. 182-190 , 2018

Link: https://doi.org/10.1016/..

10

Income inequality and price elasticity of market demand: th..:

Ibragimov, Marat ; Ibragimov, Rustam ; Kattuman, Paul.
Economic Theory. 65 (2018) 3 - p. 729-750 , 2018

Link: https://www.jstor.org/st..

11

Heavy tails and asymmetry of returns in the Russian stock m..:

Ankudinov, Andrei ; Ibragimov, Rustam ; Lebedev, Oleg
Emerging Markets Review. 32 (2017) - p. 200-219 , 2017

Link: https://doi.org/10.1016/..

12

Sanctions and the Russian stock market:

Ankudinov, Andrei ; Ibragimov, Rustam ; Lebedev, Oleg
Research in International Business and Finance. 40 (2017) - p. 150-162 , 2017

Link: https://doi.org/10.1016/..

13

Equilibrium with Monoline and Multiline Structures:

Ibragimov, Rustam ; Jaffee, Dwight ; Walden, Johan
Review of Finance. , 2017

Link: https://doi.org/10.1093/..

14

Sharp Probability Inequalities for Random Polynomials, Gene..:

, In: Inequalities and Extremal Problems in Probability and Statistics,

de la Peña, Victor H. ; Ibragimov, Rustam - p. 159-187 , 2017

Link: https://doi.org/10.1016/..

15

Inequalities and extremal problems in probability and stati..:

Pinelis, Iosif ; De la Peña, Víctor ; Ibragimov, Rustam.. , 2017

Link: https://www.sciencedirec..