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  1. 2024

  2. Cryptocurrency Exchange Simulation

    Мансуров, К. Д., Семёнов, А. В., Григорьев, Д. А., Радионов, А. В. & Ибрагимов, Р. М., 2 Jan 2024, In: Computational Economics. 64, p. 2585–2603

    Research output: Contribution to journal › Article › peer-review

  3. 2023

  4. Impact of self–learning based high–frequency traders on the stock market

    Mansurov, K., Semenov, A., Grigoriev, D., Radionov, A. & Ibragimov, R., 1 Dec 2023, In: Expert Systems with Applications. 232, 120567.

    Research output: Contribution to journal › Article › peer-review

  5. New Approaches to Robust Inference on Market (Non-)efficiency, Volatility Clustering and Nonlinear Dependence

    Ибрагимов, Р. М., Pedersen, R. S. & Скроботов, А. А., 8 Aug 2023, (E-pub ahead of print) In: Journal of Financial Econometrics.

    Research output: Contribution to journal › Article › peer-review

  6. NEW ROBUST INFERENCE FOR PREDICTIVE REGRESSIONS

    Ibragimov, R., Kim, J. & Skrobotov, A., 3 May 2023, (E-pub ahead of print) In: Econometric Theory. p. 1-27

    Research output: Contribution to journal › Article › peer-review

  7. 2022

  8. COVID-19: Tail risk and predictive regressions

    Distaso, W., Ибрагимов, Р. М., Семёнов, А. В. & Скроботов, А. А., 2022, In: PLoS ONE. 17, 2, e0275516.

    Research output: Contribution to journal › Article › peer-review

  9. 2021

  10. Robust Inference On Income Inequality: T-statistic Based Approaches

    Ибрагимов, Р. М., Kattuman, P. & Скроботов, А. А., 2021.

    Research output: Contribution to conference › Paper › peer-review

  11. 2019

  12. Sign tests for dependent observations

    Brown, D. & Ibragimov, R., Apr 2019, In: Econometrics and Statistics. 10, p. 1-8 8 p.

    Research output: Contribution to journal › Article › peer-review

  13. One country, two systems? The heavy-tailedness of Chinese A- and H- share markets

    Chen, Z. & Ibragimov, R., Mar 2019, In: Emerging Markets Review. 38, p. 115-141 27 p.

    Research output: Contribution to journal › Article › peer-review

  14. 2018

  15. Equilibrium with monoline and multiline structures

    Ibragimov, R., Jaffee, D. & Walden, J., 1 Mar 2018, In: Review of Finance. 22, 2, p. 595-632 38 p.

    Research output: Contribution to journal › Article › peer-review

  16. The “Cubic Law of the Stock Returns” in emerging markets

    Gu, Z. & Ibragimov, R., Mar 2018, In: Journal of Empirical Finance. 46, p. 182-190 9 p.

    Research output: Contribution to journal › Article › peer-review

ID: 46447044