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~person:"Taamouti, Abderrahim"
~subject:"Schätzung"
~subject:"World"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"Causality analysis"
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Zeitreihenanalyse
Causality analysis
10
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Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Estimation
5
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5
Börsenkurs
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Taamouti, Abderrahim
Gupta, Rangan
25
Pradhan, Rudra Prakash
25
Shahbaz, Muhammad
24
Tiwari, Aviral Kumar
24
Balcilar, Mehmet
20
Su, Chi-Wei
20
Apergēs, Nikolaos
16
Chang, Tsangyao
16
Shahzad, Syed Jawad Hussain
13
Hammoudeh, Shawkat
11
Odhiambo, Nicholas M.
10
Tao, Ran
10
Lee, Chien-chiang
9
Qin, Meng
9
Tang, Chor Foon
9
Hatemi-J, Abdulnasser
8
Hsu, Yu-Chin
8
Mustofa Usman
8
Payne, James E.
8
Russel, Edwin
8
Triacca, Umberto
8
Keho, Yaya
7
Ur Rehman, Mobeen
7
Afzal, Mohammad
6
Ahmed, Rizwan Raheem
6
Arvin, B. Mak
6
Das, Ramesh Chandra
6
Dash, Saurav
6
Diks, Cees G. H.
6
Giri, Arun Kumar
6
Hall, John
6
Hecq, Alain W. J.
6
Herzer, Dierk
6
Huber, Martin
6
Narayan, Paresh Kumar
6
Rahman, A. K. M. Matiur
6
Ramírez, Miguel D.
6
Uddin, Mohammed Gazi Salah
6
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of econometrics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international money and finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
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ECONIS (ZBW)
8
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1
Measuring granger causality in quantiles
Song, Xiaojun
;
Taamouti, Abderrahim
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 937-952
Persistent link: https://www.econbiz.de/10012653205
Saved in:
2
Measuring nonlinear Granger causality in mean
Song, Xiaojun
;
Taamouti, Abderrahim
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
2
,
pp. 321-333
Persistent link: https://www.econbiz.de/10011895015
Saved in:
3
The reaction of stock market returns to unemployment
Gonzalo, Jesús
;
Taamouti, Abderrahim
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
4
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011755437
Saved in:
4
Nonparametric estimation and inference for conditional density based Granger causality measures
Taamouti, Abderrahim
;
Bouezmarni, Taoufik
;
El Ghouch, Anouar
- In:
Journal of econometrics
180
(
2014
)
2
,
pp. 251-264
Persistent link: https://www.econbiz.de/10010433362
Saved in:
5
Measuring high-frequency causality between returns, realized volatility, and implied volatility
Dufour, Jean-Marie
;
Garcia, René
;
Taamouti, Abderrahim
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
1
,
pp. 124-163
Persistent link: https://www.econbiz.de/10009519709
Saved in:
6
Nonparametric Copula-based test for conditional independence with applications to Granger causality
Bouezmarni, Taoufik
;
Rombouts, Jeroen V. K.
;
Taamouti, …
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
2
,
pp. 275-287
Persistent link: https://www.econbiz.de/10009657333
Saved in:
7
What drives international equity correlations? : volatility or market direction?
Amira, Khaled
;
Taamouti, Abderrahim
;
Tsafack, Georges
- In:
Journal of international money and finance
30
(
2011
)
6
,
pp. 1234-1263
Persistent link: https://www.econbiz.de/10009373944
Saved in:
8
Short and long run causality measures : theory and inference
Dufour, Jean-Marie
;
Taamouti, Abderrahim
- In:
Journal of econometrics
154
(
2010
)
1
,
pp. 42-58
Persistent link: https://www.econbiz.de/10003931784
Saved in:
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