| Rank− 1/2: a simple way to improve the OLS estimation of tail exponents X Gabaix, R Ibragimov Journal of Business & Economic Statistics 29 (1), 24-39, 2011 | 785 | 2011 |
| Diversification disasters R Ibragimov, D Jaffee, J Walden Journal of financial economics 99 (2), 333-348, 2011 | 346 | 2011 |
| t-Statistic Based Correlation and Heterogeneity Robust Inference R Ibragimov, UK Müller Journal of Business & Economic Statistics 28 (4), 453-468, 2010 | 236 | 2010 |
| The limits of diversification when losses may be large R Ibragimov, J Walden Journal of banking & finance 31 (8), 2551-2569, 2007 | 215 | 2007 |
| Nondiversification traps in catastrophe insurance markets R Ibragimov, D Jaffee, J Walden The Review of Financial Studies 22 (3), 959-993, 2009 | 162 | 2009 |
| Heavy-tailed distributions and robustness in economics and finance M Ibragimov, R Ibragimov, J Walden Springer, 2015 | 149 | 2015 |
| Copula-based characterizations for higher order Markov processes R Ibragimov Econometric Theory 25 (3), 819-846, 2009 | 142 | 2009 |
| Inference with few heterogeneous clusters R Ibragimov, UK Müller Review of Economics and Statistics 98 (1), 83-96, 2016 | 127 | 2016 |
| Copula estimation B Choroś, R Ibragimov, E Permiakova Copula Theory and Its Applications: Proceedings of the Workshop Held in …, 2010 | 127* | 2010 |
| Portfolio diversification and value at risk under thick-tailedness R Ibragimov Quantitative Finance 9 (5), 565-580, 2009 | 123 | 2009 |
| Regression asymptotics using martingale convergence methods R Ibragimov, PCB Phillips Econometric Theory 24 (4), 888-947, 2008 | 93 | 2008 |
| Characterizations of joint distributions, copulas, information, dependence and decoupling, with applications to time series VH de la Pena, R Ibragimov, S Sharakhmetov Lecture Notes-Monograph Series, 183-209, 2006 | 93 | 2006 |
| On an exact constant for the Rosenthal inequality R Ibragimov, S Sharakhmetov Theory of Probability & Its Applications 42 (2), 294-302, 1998 | 82 | 1998 |
| Sanctions and the Russian stock market A Ankudinov, R Ibragimov, O Lebedev Research in International Business and Finance 40, 150-162, 2017 | 80 | 2017 |
| The exact constant in the Rosenthal inequality for random variables with mean zero R Ibragimov, S Sharakhmetov Theory of Probability & Its Applications 46 (1), 127-132, 2002 | 75 | 2002 |
| Emerging markets and heavy tails M Ibragimov, R Ibragimov, P Kattuman Journal of Banking & Finance 37 (7), 2546-2559, 2013 | 73 | 2013 |
| Heavy tails and copulas: topics in dependence modelling in economics and finance R Ibragimov, A Prokhorov | 68 | 2017 |
| Unemployment and output dynamics in CIS countries: Okun’s law revisited M Ibragimov, R Ibragimov Applied Economics 49 (34), 3453-3479, 2017 | 61 | 2017 |
| Optimal bundling strategies under heavy-tailed valuations R Ibragimov, J Walden Management Science 56 (11), 1963-1976, 2010 | 61 | 2010 |
| Heavy-tailed densities R Ibragimov The New Palgrave Dictionary of Economics, 1-6, 2009 | 60 | 2009 |
