Sh. Sharakhmetov

Economics and Econometrics · 2001–2006

A researcher in the Science corpus: 2 papers; trusts 6 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 11 citations into it
• Finance — 9 citations into it; #8,688 of 10,518 by trust here, #9,371 by citations

Whom Sh. Sharakhmetov trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Andrew J. Patton
2. Lingfang Hu
3. Rustam Ibragimov
4. Douglas J. Miller

Who trusts Sh. Sharakhmetov overall

1. Rustam Ibragimov

Papers from Sh. Sharakhmetov's perspective

Ordered by how strongly the researchers Sh. Sharakhmetov trusts endorse each paper. Same corpus, a different order for every researcher.

1. Extreme Correlation of International Equity Markets
2. Asymmetric Correlations of Equity Portfolios
3. MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE a
4. Dependence patterns across financial markets: a mixed copula approach
5. An Introduction to Copulas
6. On the Out-of-Sample Importance of Skewness and Asymmetric Dependence for Asset Allocation
7. Entropy and predictability of stock market returns
8. Fonctions de repartition a n dimensions et leurs marges
9. An Applied Procedure for Estimating and Simulating Multivariate Empirical (MVE) Probability Distributions In Farm-Level Risk Assessment and Policy Analysis (Journal of Agricultural and Applied Economics)
10. ASYMPTOTIC DISTRIBUTION THEORY FOR NONPARAMETRIC ENTROPY MEASURES OF SERIAL DEPENDENCE

Their papers

• Characterizations of joint distributions, copulas, information, dependence and decoupling, with applications to time series (2006) — 60 citations
• The exact constant in the Rosenthal inequality for random variables with mean zero (2001) — 57 citations