Rustam Ibragimov

3.2k total citations
71 papers, 1.9k citations indexed

About

Rustam Ibragimov is a scholar working on Economics and Econometrics, Finance and Management Science and Operations Research. According to data from OpenAlex, Rustam Ibragimov has authored 71 papers receiving a total of 1.9k indexed citations (citations by other indexed papers that have themselves been cited), including 37 papers in Economics and Econometrics, 31 papers in Finance and 18 papers in Management Science and Operations Research. Recurrent topics in Rustam Ibragimov's work include Financial Risk and Volatility Modeling (24 papers), Complex Systems and Time Series Analysis (16 papers) and Market Dynamics and Volatility (11 papers). Rustam Ibragimov is often cited by papers focused on Financial Risk and Volatility Modeling (24 papers), Complex Systems and Time Series Analysis (16 papers) and Market Dynamics and Volatility (11 papers). Rustam Ibragimov collaborates with scholars based in United States, United Kingdom and Russia. Rustam Ibragimov's co-authors include Johan Waldén, Xavier Gabaix, Ulrich K. Müller, Dwight M. Jaffee, Artem Prokhorov, Paul Kattuman, Víctor Peña, J. Gani, E. Seneta and Peter C.B. Phillips and has published in prestigious journals such as SHILAP Revista de lepidopterología, Journal of Financial Economics and Management Science.

In The Last Decade

Rustam Ibragimov

68 papers receiving 1.8k citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Rustam Ibragimov United States	21	1.1k	836	315	302	285	71	1.9k
Éric Renault United States	27	1.9k 1.6×	2.2k 2.6×	949 3.0×	200 0.7×	557 2.0×	85	3.4k
Matthew Higgins United States	18	1.3k 1.1×	1.0k 1.2×	666 2.1×	88 0.3×	110 0.4×	46	1.8k
Seung C. Ahn United States	16	1.5k 1.4×	468 0.6×	726 2.3×	205 0.7×	259 0.9×	41	2.2k
Kris Boudt Belgium	26	1.4k 1.3×	1.4k 1.7×	396 1.3×	421 1.4×	142 0.5×	129	2.5k
Iván Fernández‐Val United States	20	832 0.7×	214 0.3×	347 1.1×	132 0.4×	609 2.1×	48	1.8k
Stan Hurn Australia	24	1.3k 1.1×	684 0.8×	599 1.9×	163 0.5×	76 0.3×	90	2.0k
Jón Danı́elsson United Kingdom	28	1.7k 1.5×	2.3k 2.8×	745 2.4×	359 1.2×	192 0.7×	97	2.8k
Esfandiar Maasoumi United States	23	1.1k 1.0×	392 0.5×	339 1.1×	297 1.0×	227 0.8×	91	2.0k
Mehmet Caner United States	19	1.4k 1.2×	597 0.7×	1.0k 3.2×	96 0.3×	352 1.2×	68	2.2k

Countries citing papers authored by Rustam Ibragimov

Since Specialization

Citations

This map shows the geographic impact of Rustam Ibragimov's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Rustam Ibragimov with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Rustam Ibragimov more than expected).

Fields of papers citing papers by Rustam Ibragimov

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Rustam Ibragimov. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Rustam Ibragimov. The network helps show where Rustam Ibragimov may publish in the future.

Co-authorship network of co-authors of Rustam Ibragimov

This figure shows the co-authorship network connecting the top 25 collaborators of Rustam Ibragimov. A scholar is included among the top collaborators of Rustam Ibragimov based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Rustam Ibragimov. Rustam Ibragimov is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Ibragimov, Rustam, et al.. (2025). Robust inference on income inequality: t- statistic based approach. Econometric Reviews. 44(4). 384–415.

Ibragimov, Rustam, et al.. (2023). NEW ROBUST INFERENCE FOR PREDICTIVE REGRESSIONS. Econometric Theory. 40(6). 1364–1390. 1 indexed citations

Ibragimov, Rustam, et al.. (2022). Predictability of cryptocurrency returns: evidence from robust tests. SHILAP Revista de lepidopterología. 10(1). 191–206. 1 indexed citations

Ibragimov, Rustam, et al.. (2020). New Approaches to Robust Inference on Market (Non-)Efficiency, Volatility Clustering and Nonlinear Dependence. SSRN Electronic Journal. 1 indexed citations

Ibragimov, Rustam, et al.. (2018). One country, two systems? The heavy-tailedness of Chinese A- and H- share markets. Emerging Markets Review. 38. 115–141. 5 indexed citations

Ibragimov, Rustam, et al.. (2017). Extreme movements of the Russian stock market and their consequences for management and economic modeling. Applied Econometrics. 45. 75–92. 1 indexed citations

Ibragimov, Rustam, Dwight M. Jaffee, & Johan Waldén. (2016). Equilibrium with Monoline and Multiline Structures. European Finance Review. 22(2). 595–632. 1 indexed citations

Brown, Donald J., Rustam Ibragimov, & Johan Waldén. (2015). Bounds for path-dependent options. Annals of Finance. 11(3-4). 433–451. 1 indexed citations

Ibragimov, Rustam, et al.. (2013). Emerging markets and heavy tails. Journal of Banking & Finance. 37(7). 2546–2559. 30 indexed citations

10.

Ibragimov, Rustam, Dwight M. Jaffee, & Johan Waldén. (2009). Nondiversification Traps in Catastrophe Insurance Markets. SSRN Electronic Journal. 3 indexed citations

11.

Ibragimov, Rustam. (2009). Portfolio diversification and value at risk under thick-tailedness. Quantitative Finance. 9(5). 565–580. 10 indexed citations

12.

Ibragimov, Rustam. (2007). Thou Shalt not Diversify: Why ‘Two Of Every Sort’?. Journal of Applied Probability. 44(1). 58–70. 1 indexed citations

13.

Ibragimov, Rustam. (2007). Thou Shalt not Diversify: Why ‘Two Of Every Sort’?. Journal of Applied Probability. 44(1). 58–70. 1 indexed citations

14.

Ibragimov, Rustam & Johan Waldén. (2007). Portfolio diversification under local and moderate deviations from power laws. Insurance Mathematics and Economics. 42(2). 594–599. 13 indexed citations

15.

Ibragimov, Rustam & Ulrich K. Müller. (2007). T-Statistic Based Correlation and Heterogeneity Robust Inference. SSRN Electronic Journal. 39 indexed citations

16.

Ibragimov, Rustam & Donald J. Brown. (2005). Sign Tests for Dependent Observations and Bounds for Path-Dependent Options. SSRN Electronic Journal. 1 indexed citations

17.

Gani, J., E. Seneta, & Rustam Ibragimov. (2004). STOCHASTIC METHODS AND THEIR APPLICATIONS. 5(10). 2801–8. 22 indexed citations

18.

Ibragimov, Rustam, et al.. (2002). ON EXTREMAL PROBLEMS AND BEST CONSTANTS IN MOMENT INEQUALITIES. 64. 42–56. 4 indexed citations

19.

Ibragimov, Rustam, et al.. (2002). A Characterization of Joint Distribution of Two-Valued Random Variables and Its Applications. Journal of Multivariate Analysis. 83(2). 389–408. 18 indexed citations

20.

Ibragimov, Rustam, et al.. (1999). Analogues of Khintchine, Marcinkiewicz–Zygmund and Rosenthal Inequalities for Symmetric Statistics. Scandinavian Journal of Statistics. 26(4). 621–633. 13 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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