Rustam Ibragimov | DeepAI

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Featured Co-authors

Anton Skrobotov
4 publications
Rasmus Pedersen
3 publications
Jihyun Kim
2 publications

research

∙ 06/01/2020

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

Many key variables in finance, economics and risk management, including ...

0 Rustam Ibragimov, et al. ∙

research

∙ 06/01/2020

New robust inference for predictive regressions

We propose two robust methods for testing hypotheses on unknown paramete...

0 Rustam Ibragimov, et al. ∙