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Rustam Ibragimov

Professor of Finance and Econometrics

Imperial College London

United Kingdom

Research Interests

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Professors in United Kingdom Professors in Energy Engineering Energy Engineering professors in United Kingdom

Articles (9)

Year:

2026

Year:

2026

Year:

2026

Year:

2025

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2024

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2024

Year:

2023

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2023

Year:

2023

Collaborators (2)

Martin Eling

Professor

University of St. Gallen

SWITZERLAND

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Akram Hasanov

Senior Lecturer

Monash University Malaysia.

MALAYSIA

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Rustam Ibragimov

Research Interests

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Articles (9)

The changing landscape of cyber risk: An empirical analysis of loss severity and tail dynamics

Tail risk, large fluctuations and downfalls in renewable energy markets

Stylized facts of cryptocurrency markets: Robust definitions and inference approaches

Robust inference on income inequality: t- statistic based approach

Cryptocurrency Exchange Simulation

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

A Market Crash or Tail Risk? Heavy Tails and Asymmetry of Returns in the Chinese Stock Market

Impact of self-learning based high-frequency traders on the stock market

NEW ROBUST INFERENCE for PREDICTIVE REGRESSIONS

Collaborators (2)

Martin Eling

Akram Hasanov

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