Rustam Ibragimov : Citation Profile

Imperial College (1% share)
New Economic School (NES) (99% share)

14

H index

19

i10 index

1393

Citations

RESEARCH PRODUCTION:

47

Articles

37

Papers

1

Books

8

Chapters

RESEARCH ACTIVITY:

   27 years (1999 - 2026). See details.
   Cites by year: 51
   Journals where Rustam Ibragimov has often published
   Relations with other researchers
   Recent citing documents: 80.    Total self citations: 38 (2.66 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pib6
   Updated: 2026-06-13    RAS profile: 2026-02-19    
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Relations with other researchers

Works with:

Skrobotov, Anton (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Rustam Ibragimov.

Is cited by:

González-Val, Rafael (33)

Combes, Pierre-Philippe (24)

Duranton, Gilles (23)

Suedekum, Jens (19)

Phillips, Peter (18)

Gabaix, Xavier (16)

Gobillon, Laurent (14)

MacKinnon, James (14)

Toda, Alexis Akira (14)

Webb, Matthew (13)

Carvalho, Vasco (13)

Cites to:

Gabaix, Xavier (76)

Phillips, Peter (32)

Flachaire, Emmanuel (29)

Cowell, Frank (24)

Ibragimov, Marat (20)

Piketty, Thomas (20)

de Vries, Casper (17)

Saez, Emmanuel (15)

Jansen, Dennis (12)

Davidson, Russell (12)

Andrews, Donald (10)

Main data

Where Rustam Ibragimov has published?

Journals with more than one article published# docs
Econometric Theory4
Economic Theory3
Statistics & Probability Letters3
Dependence Modeling2
Insurance: Mathematics and Economics2
The Review of Financial Studies2
Journal of Business & Economic Statistics2
Emerging Markets Review2
Journal of Banking & Finance2
Annals of Finance2

Working Papers Series with more than one paper published# docs
Scholarly Articles / Harvard University Department of Economics11
Papers / arXiv.org5
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University3
wiiw Balkan Observatory Working Papers / The Vienna Institute for International Economic Studies, wiiw2
Yale School of Management Working Papers / Yale School of Management2

Recent works citing Rustam Ibragimov (2026 and 2025)

YearTitle of citing document
2025Firm-level production networks: what do we (really) know?. (2025). Lafond, François ; Hoefer, Mads ; Borsos, Andrs ; Bacilieri, Andrea ; Astudillo-Estvez, Pablo. In: INET Oxford Working Papers. RePEc:amz:wpaper:2025-14.

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2025A $t$-test for synthetic controls. (2024). Zhu, Yinchu ; Wüthrich, Kaspar ; Chernozhukov, Victor ; Wuthrich, Kaspar. In: Papers. RePEc:arx:papers:1812.10820.

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2025Risk exchange under infinite-mean Pareto models. (2024). Chen, Yuyu ; Wang, Ruodu ; Embrechts, Paul. In: Papers. RePEc:arx:papers:2403.20171.

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2025Early warning systems for financial markets of emerging economies. (2024). Prokhorov, Artem ; Sokolovskiy, Evgeniy ; Kraevskiy, Artem. In: Papers. RePEc:arx:papers:2404.03319.

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2025Randomization Inference: Theory and Applications. (2025). Shaikh, Azeem ; Romano, Joseph P ; Ritzwoller, David M. In: Papers. RePEc:arx:papers:2406.09521.

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2025Risk aggregation and stochastic dominance for a class of heavy-tailed distributions. (2024). Chen, Yuyu ; Shneer, Seva. In: Papers. RePEc:arx:papers:2408.15033.

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2025Some remarks on the effect of risk sharing and diversification for infinite mean risks. (2025). Muller, Alfred. In: Papers. RePEc:arx:papers:2411.10139.

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2025Binary Outcome Models with Extreme Covariates: Estimation and Prediction. (2025). Liu, Laura ; Wang, Yulong. In: Papers. RePEc:arx:papers:2502.16041.

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2025Using Multiple Outcomes to Adjust Standard Errors for Spatial Correlation. (2025). DellaVigna, Stefano ; Ritzwoller, David M ; Kim, Woojin ; Imbens, Guido. In: Papers. RePEc:arx:papers:2504.13295.

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2025Stochastic dominance for linear combinations of infinite-mean risks. (2025). Hu, Taizhong ; Chen, Yuyu ; Shneer, Seva ; Zou, Zhenfeng. In: Papers. RePEc:arx:papers:2505.01739.

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2025Sustainability of cities under declining population and decreasing distance frictions: The case of Japan. (2025). Mori, Tomoya ; Murakami, Daisuke. In: Papers. RePEc:arx:papers:2505.08333.

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2025A Synthetic Business Cycle Approach to Counterfactual Analysis with Nonstationary Macroeconomic Data. (2025). Shi, Zhentao ; Xie, Haitian. In: Papers. RePEc:arx:papers:2505.22388.

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2025Approximate Factor Model with S-vine Copula Structure. (2025). Li, Yu-Ning ; Han, Jialing. In: Papers. RePEc:arx:papers:2508.11619.

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2026Beyond the Oracle Property: Adaptive LASSO in Cointegrating Regressions. (2025). Schneider, Ulrike ; Reichold, Karsten. In: Papers. RePEc:arx:papers:2510.07204.

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2026A Micro-Distributional Theory of the Aggregate Labor Share:Firm Size Distribution and Technological Heterogeneity. (2026). Liuh, Jihyuan. In: Papers. RePEc:arx:papers:2512.03812.

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2025Robust Two-Sample Mean Inference under Serial Dependence. (2025). Hounyo, Ulrich ; Kim, Minseong. In: Papers. RePEc:arx:papers:2512.11259.

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2026Optimal Catastrophe Risk Pooling. (2025). Wirjanto, Tony S ; Nguyen, Minh Chau ; Yang, Fan. In: Papers. RePEc:arx:papers:2512.18790.

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2025Nonparametric methods for comparing distribution functionals for dependent samples with application to inequality measures. (2025). He, Tianyu ; Dufour, Jean-Marie. In: Papers. RePEc:arx:papers:2512.21862.

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2026ForeComp: An R Package for Comparing Predictive Accuracy Using Fixed-Smoothing Asymptotics. (2026). Schor, Nathan ; Shin, Minchul. In: Papers. RePEc:arx:papers:2603.07458.

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2026Double Descent and Benign Overfitting in Macroeconomic Forecasting. (2026). Pettenuzzo, Davide ; Huber, Florian ; Carriero, Andrea. In: Papers. RePEc:arx:papers:2605.15358.

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2026The Stock Market Effects of the 2022 Russia Sanctions: Evidence from the US and the EU. (2026). Kohl, Tristan ; Giumelli, Francesco ; Garretsen, Harry ; Leusen, Matthijs. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12650.

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2025Deep Trade Agreements and Heterogeneous Firms’ Exports. (2025). Orefice, Gianluca ; Ruta, Michele ; Neri-Lain, Matteo. In: Working Papers. RePEc:cii:cepidt:2025-11.

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2025HKC01 - What We Do in the Shadows: How Urban Density Facilitates Information Diffusion and Civic Engagement. (2025). Kresch, Evan Plous ; Zhang, Qing. In: Oberlin College Kasper Economics and Business Working Papers Series. RePEc:cxv:wpaper:2501.

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2026Climate change, catastrophes, insurance and the macroeconomy. (2026). Rousová, Linda ; Parker, Miles ; Zafeiris, Dimitris ; Mazzotta, Luisa ; Kumar, Hradayesh ; Kapadia, Sujit ; Giuzio, Margherita. In: Working Paper Series. RePEc:ecb:ecbwps:20263184.

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2025Reprint of: The capital market consequence of sustained abnormal Audit fees: Evidence from stock price crash risk. (2025). Song, Hakjoon ; Park, Jong Chool ; Lee, Sang Mook. In: The British Accounting Review. RePEc:eee:bracre:v:57:y:2025:i:1:s0890838925000058.

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2025Oil shocks greasing the wheels of Islamic stocks: An explorative forecasting analysis. (2025). Raheem, Ibrahim D ; Akinkugbe, Oluyele ; Vo, Xuan Vinh. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:546-557.

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2026Taxing the rich in Latin America: Effects of a wealth tax on revenue and distribution. (2026). Vil, Joan ; de Rosa, Mauricio. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:90:y:2026:i:c:p:1440-1466.

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2025Integrating learning platforms within regular school time: experimental evidence from Chilean primary schools. (2025). Bottan, Nicolas ; Araya, Roberto ; Ortiz, Elena Arias ; Cristia, Julian. In: Economics of Education Review. RePEc:eee:ecoedu:v:106:y:2025:i:c:s0272775725000275.

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2025Inference on quantile processes with a finite number of clusters. (2025). Hagemann, Andreas. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pa:s0304407624000186.

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2025Improved estimation of semiparametric dynamic copula models with filtered nonstationarity. (2025). Xiao, Zhijie ; Yi, Yanping ; Chen, Xiaohong ; Wang, BO. In: Journal of Econometrics. RePEc:eee:econom:v:252:y:2025:i:pb:s030440762400085x.

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2025Panel cointegrating polynomial regression analysis and an illustration with the environmental kuznets curve. (2025). Wagner, Martin ; de Jong, Robert M. In: Econometrics and Statistics. RePEc:eee:ecosta:v:33:y:2025:i:c:p:135-165.

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2026Robust Fixed-b Inference in the Presence of Time-Varying Volatility. (2026). Kruse-Becher, Robinson ; Demetrescu, Matei ; Hanck, Christoph. In: Econometrics and Statistics. RePEc:eee:ecosta:v:37:y:2026:i:c:p:154-173.

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2025Diversification for infinite-mean Pareto models without risk aversion. (2025). Zou, Zhenfeng ; Wang, Ruodu ; Hu, Taizhong ; Chen, Yuyu. In: European Journal of Operational Research. RePEc:eee:ejores:v:323:y:2025:i:1:p:341-350.

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2025Forecasting multivariate volatilities with exogenous predictors: An application to industry diversification strategies. (2025). GUPTA, RANGAN ; Demirer, Riza ; Cepni, Oguzhan ; Luo, Jiawen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:81:y:2025:i:c:s0927539825000179.

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2025How does ESG affect systemic tail risk?. (2025). Liu, Xiaoxing ; Wu, Yizhong. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002790.

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2025Systemic risk from overlapping portfolios: A multi-objective optimization framework. (2025). Maringer, Dietmar ; Sulas, Alessandro ; Paterlini, Sandra. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007269.

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2025Bank diversity and financial contagion. (2025). Zazzaro, Alberto ; Caiazzo, Emmanuel. In: Journal of Financial Stability. RePEc:eee:finsta:v:77:y:2025:i:c:s157230892500021x.

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2025The origin of financial instability and systemic risk: Do bank business models matter?. (2025). Bongini, Paola ; Ayadi, Rym ; Cucinelli, Doriana ; Casu, Barbara. In: Journal of Financial Stability. RePEc:eee:finsta:v:78:y:2025:i:c:s1572308925000324.

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2025The standard errors of persistence. (2025). conley, timothy ; Kelly, Morgan. In: Journal of International Economics. RePEc:eee:inecon:v:153:y:2025:i:c:s0022199624001545.

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2025Risk exchange under infinite-mean Pareto models. (2025). Chen, Yuyu ; Embrechts, Paul ; Wang, Ruodu. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:124:y:2025:i:c:s0167668725000782.

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2025Geographic diversification, climate risk, and bank lending: Evidence from farm loans. (2025). Islam, Emdad ; Singh, Mandeep. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:63:y:2025:i:c:s1042957325000208.

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2026Product bundling strategy and pricing for co-livestreaming rooms considering consumer subscription. (2026). Han, Xiaohua ; Li, Sijie ; Cai, Shoujie ; Xue, Jingjing. In: Omega. RePEc:eee:jomega:v:138:y:2026:i:c:s0305048325001057.

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2025A better delineation of U.S. metropolitan areas. (2025). Rappaport, Jordan ; Humann, Mckenzie. In: Journal of Urban Economics. RePEc:eee:juecon:v:149:y:2025:i:c:s0094119025000464.

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2025A parsimonious dynamic mixture for heavy-tailed distributions. (2025). Bee, Marco. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:230:y:2025:i:c:p:193-206.

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2025Sectoral similarity of banks’ business loans and its negative externality in China. (2025). Yan, Guan ; Liu, Zhidong ; Trck, Stefan ; Gao, Hongwei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x25000423.

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2025The impact of trade sanctions on financial risk: Empirical evidence from global data. (2025). Wang, Shihao ; Zhou, Jiaxin ; Duan, Haipeng. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:94:y:2025:i:c:s0927538x25002823.

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2025An anatomy of urbanization in sub-Saharan Africa. (2025). Roberts, Mark ; Nakamura, Shohei ; Combes, Pierre-Philippe ; Gorin, Clment. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:115:y:2025:i:c:s0166046225000699.

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2025Wasserstein asymptotics for Brownian motion on the flat torus and Brownian interlacements. (2025). Trevisan, Dario ; Mariani, Mauro. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:183:y:2025:i:c:s0304414925000365.

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2025Information bounds for Gaussian copula parameter in stationary semiparametric Markov models. (2025). Chen, Xiaohong ; Yi, Yanping. In: Statistics & Probability Letters. RePEc:eee:stapro:v:216:y:2025:i:c:s0167715224002232.

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2025Extraordinary African cities? Zipf’s law and the emerging African system of cities☆. (2025). Mykhnenko, Vlad ; Osorio, Camilo Gomez. In: World Development. RePEc:eee:wdevel:v:195:y:2025:i:c:s0305750x25001937.

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2025Inferred Loss Rate as a Credit Risk Measure in the Bulgarian Banking System. (2025). Boutchaktchiev, Vilislav. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:9:p:1462-:d:1645779.

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2025An Anatomy of Urbanization in Sub-Saharan Africa. (2025). Nakamura, Shohei ; Roberts, Mark ; Gorin, Clment ; Combes, Pierre-Philippe. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:hal-05446319.

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2025Mergers, Firm Size, and Volatility in a Granular Economy. (2025). Qi, H ; J. M. L. Chan, . In: Post-Print. RePEc:hal:journl:hal-04719146.

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2025Dealing with Censored Earnings in Register Data. (2025). schröder, carsten ; Tchokni, Yogam ; Schrder, Carsten ; Schluter, Christian ; Retter, Isabella ; Knig, Johannes ; Beckmannshagen, Mattis. In: Post-Print. RePEc:hal:journl:hal-05084494.

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2025An Anatomy of Urbanization in Sub-Saharan Africa. (2025). Nakamura, Shohei ; Roberts, Mark ; Gorin, Clment ; Combes, Pierre-Philippe. In: Post-Print. RePEc:hal:journl:hal-05446319.

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2025The Competition for Partners in Matching Markets. (2025). Kanoria, Yash ; Min, Seungki ; Qian, Pengyu. In: Management Science. RePEc:inm:ormnsc:v:71:y:2025:i:6:p:5230-5250.

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2025Diversification Quotients: Quantifying Diversification via Risk Measures. (2025). Han, Xia ; Wang, Ruodu ; Lin, Liyuan. In: Management Science. RePEc:inm:ormnsc:v:71:y:2025:i:9:p:7990-8006.

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2025Technical Note—An Unexpected Stochastic Dominance: Pareto Distributions, Dependence, and Diversification. (2025). Chen, Yuyu ; Wang, Ruodu ; Embrechts, Paul. In: Operations Research. RePEc:inm:oropre:v:73:y:2025:i:3:p:1336-1344.

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2025Partition and Prosper: Design and Pricing of Single Bundle. (2025). Li, Xiaobo ; Sun, Hailong ; Teo, Chung-Piaw. In: Operations Research. RePEc:inm:oropre:v:73:y:2025:i:4:p:1983-2001.

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2025The t-statistic approach to inference for inequality indices: the issue of grouping variability. (2025). Hérault, Nicolas ; Jenkins, Stephen P. In: Working Papers. RePEc:inq:inqwps:ecineq2025-686.

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2025The T-Statistic Approach to Inference for Inequality Indices: The Issue of Grouping Variability. (2025). Herault, Nicolas ; Jenkins, Stephen P. In: IZA Discussion Papers. RePEc:iza:izadps:dp17972.

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2026Trade Costs, Entry Costs, and Regional Economic Growth in China. (2026). Zhang, Junfu ; Suzuki, Kensuke ; Qian, Zeyi. In: IZA Discussion Papers. RePEc:iza:izadps:dp18507.

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2026Dealing with Censored Earnings in Register Data. (2026). schröder, carsten ; Beckmannshagen, Mattis ; Yogam, Tchokni ; Christian, Schluter ; Isabella, Retter ; Johannes, Knig. In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). RePEc:jns:jbstat:v:246:y:2026:i:1-2:p:5-34:n:1002.

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2026A method for the gender disaggregation of Okun’s law. (2026). Tich, Michaela ; Boa, Martin. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:23:y:2026:i:2:d:10.1007_s10368-026-00714-x.

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2025Wealth survey calibration using income tax data. (2025). Kol, Daniel. In: International Tax and Public Finance. RePEc:kap:itaxpf:v:32:y:2025:i:3:d:10.1007_s10797-024-09849-6.

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2025Nonparametric Continuous Time Regressions with Functional Coefficients. (2025). Nguyen, Nuong ; Kim, Jihyun ; Choi, Mijung. In: Korean Economic Review. RePEc:kea:keappr:ker-20250101-41-1-05.

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2025Sustainability of cities under declining population and decreasing distance frictions: The case of Japan. (2025). Murakami, Daisuke ; Mori, Tomoya. In: KIER Working Papers. RePEc:kyo:wpaper:1117.

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2025Management practices and manufacturing firm responses to a randomized energy audit. (2025). Karplus, Valerie J ; Zhang, DA. In: Nature Energy. RePEc:nat:natene:v:10:y:2025:i:5:d:10.1038_s41560-025-01729-5.

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2026Catastrophe insurance and solvency regulation. (2026). Louaas, Alexis ; Goussebale, Arnaud. In: The Geneva Risk and Insurance Review. RePEc:pal:genrir:v:51:y:2026:i:1:d:10.1057_s10713-024-00106-8.

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2025Spatial-temporal evolution of the allometric relationship between urban economic and health resources in the Yangtze River Delta urban agglomeration. (2025). Song, Qianwen ; Liu, Huan ; He, Xingxing ; Jiang, Zicheng ; Ge, Chengzhi ; Jing, Deng. In: PLOS ONE. RePEc:plo:pone00:0314315.

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2025Organisations and the dynamics of change in the location of American invention. (2025). Huallachaain, Breandaan A. In: Urban Studies. RePEc:sae:urbstu:v:62:y:2025:i:6:p:1099-1122.

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2026Liquidity provider position analysis and pricing in automated market making systems. (2026). Korolev, Grigoriy. In: Digital Finance. RePEc:spr:digfin:v:8:y:2026:i:1:d:10.1007_s42521-026-00186-3.

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2025Deviation and Moment Inequalities for Banach-Valued U-statistics. (2025). Giraudo, Davide. In: Journal of Theoretical Probability. RePEc:spr:jotpro:v:38:y:2025:i:2:d:10.1007_s10959-025-01410-3.

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2025The future of urban hierearchy and Zipf law: ARIMA and BATS forecasting. (2025). Duran, Hasan Engin. In: Letters in Spatial and Resource Sciences. RePEc:spr:lsprsc:v:18:y:2025:i:1:d:10.1007_s12076-025-00408-z.

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2025Bundle pricing of congested services. (2025). Yang, Luyi ; Wu, Chenguang Allen. In: Queueing Systems: Theory and Applications. RePEc:spr:queues:v:109:y:2025:i:4:d:10.1007_s11134-025-09956-z.

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2025Bank leverage and systemic risk: Impact of bank risk‐taking and inter‐bank business. (2025). Zhang, Wenzhe ; Lee, Chienchiang. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:2:p:1450-1474.

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2025Standard Errors for Difference‐in‐Difference Regression. (2025). Hansen, Bruce E. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:40:y:2025:i:3:p:291-309.

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2025Portfolio Selection under Systemic Risk. (2025). Olmo, Jose ; Lin, Weidong ; Taamouti, Abderrahim. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:57:y:2025:i:4:p:905-949.

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2025Power laws in socio-economics. (2025). Weber, Jan David ; Schulz, Jan. In: BERG Working Paper Series. RePEc:zbw:bamber:314423.

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2026Endogenous Returns to Scale. (2026). Xu, Zebang ; Taschereau-Dumouchel, Mathieu ; Kopytov, Alexandr. In: EconStor Preprints. RePEc:zbw:esprep:341038.

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Works by Rustam Ibragimov:

YearTitleTypeCited
2023New robust inference for predictive regressions In: Papers.
[Full Text][Citation analysis]		paper2
2024NEW ROBUST INFERENCE FOR PREDICTIVE REGRESSIONS.(2024) In: Econometric Theory.
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This paper has nother version. Agregated cites: 2		article
2023New Approaches to Robust Inference on Market (Non-)Efficiency, Volatility Clustering and Nonlinear Dependence In: Papers.
[Full Text][Citation analysis]		paper0
2021COVID-19: Tail Risk and Predictive Regressions In: Papers.
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2022COVID-19: Tail risk and predictive regressions.(2022) In: PLOS ONE.
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This paper has nother version. Agregated cites: 0		article
2021Robust Inference on Income Inequality: $t$-Statistic Based Approaches In: Papers.
[Full Text][Citation analysis]		paper1
2026Robust Cauchy-Based Methods for Predictive Regressions In: Papers.
[Full Text][Citation analysis]		paper0
2010t-Statistic Based Correlation and Heterogeneity Robust Inference In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article116
2011Rank ˆ’ 1€‰/€‰2: A Simple Way to Improve the OLS Estimation of Tail Exponents In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article185
2010Pricing and Capital Allocation for Multiline Insurance Firms In: Journal of Risk & Insurance.
[Full Text][Citation analysis]		article11
1999Analogues of Khintchine, Marcinkiewicz–Zygmund and Rosenthal Inequalities for Symmetric Statistics In: Scandinavian Journal of Statistics.
[Full Text][Citation analysis]		article3
2007EFFICIENCY OF LINEAR ESTIMATORS UNDER HEAVY-TAILEDNESS: CONVOLUTIONS OF α-SYMMETRIC DISTRIBUTIONS In: Econometric Theory.
[Full Text][Citation analysis]		article4
2008REGRESSION ASYMPTOTICS USING MARTINGALE CONVERGENCE METHODS In: Econometric Theory.
[Full Text][Citation analysis]		article37
2004Regression Asymptotics Using Martingale Convergence Methods.(2004) In: Cowles Foundation Discussion Papers.
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This paper has nother version. Agregated cites: 37		paper
2008Regression asymptotics using martingale convergence methods..(2008) In: Scholarly Articles.
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This paper has nother version. Agregated cites: 37		paper
2009COPULA-BASED CHARACTERIZATIONS FOR HIGHER ORDER MARKOV PROCESSES In: Econometric Theory.
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2004Shifting paradigms: on the robustness of economic models to heavy-tailedness assumptions In: Econometric Society 2004 Latin American Meetings.
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2016Heavy tails and copulas: Limits of diversification revisited In: Economics Letters.
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2014On the robustness of location estimators in models of firm growth under heavy-tailedness In: Journal of Econometrics.
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2019Sign tests for dependent observations In: Econometrics and Statistics.
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2006Sign Tests for Dependent Observations.(2006) In: Harvard Institute of Economic Research Working Papers.
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2008Portfolio Diversification under Local and Moderate Deviations from Power Laws..(2008) In: Scholarly Articles.
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