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~isPartOf:"Working papers / Department of Economics, Universidad Carlos III de Madrid"
~person:"Hammoudeh, Shawkat"
~person:"Taamouti, Abderrahim"
~subject:"Kausalanalyse"
~subject:"Rohstoffpreis"
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Kausalanalyse
Rohstoffpreis
Causality analysis
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Hammoudeh, Shawkat
Taamouti, Abderrahim
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Working papers / Department of Economics, Universidad Carlos III de Madrid
Working papers / Economics Series / Department of Economics, Universidad Carlos III de Madrid
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ECONIS (ZBW)
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What drives international equity correlations? : volatility or market direction?
Amira, Khaled
;
Taamouti, Abderrahim
;
Tsafack, Georges
-
2009
Persistent link: https://www.econbiz.de/10003971756
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2
A nonparametric copula based test for conditional independence with applications to granger causality
Bouezmarni, Taoufik
;
Rombouts, Jeroen V. K.
;
Taamouti, …
-
2009
Persistent link: https://www.econbiz.de/10003971763
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3
Measuring causality between volatility and returns with high-frequency data
Dufour, Jean-Marie
(
contributor
);
Garcia, René
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003774245
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4
Short and long run causality measures : theory and inference
Dufour, Jean-Marie
(
contributor
); …
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2008
Persistent link: https://www.econbiz.de/10003774254
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