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Portfolio risk management in a data-rich environment
Bouaddi, Mohammed; Taamouti, Abderrahim - In: Financial markets and portfolio management 26 (2012) 4, pp. 469-494
Persistent link: https://www.econbiz.de/10010061123
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Mixed exponential power asymmetric conditional heteroskedasticity
Rombouts, Jeroen V. K.; Bouaddi, Mohammed - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 13 (2009) 3, pp. 1-30
Persistent link: https://www.econbiz.de/10009949951
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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. 275-288
Persistent link: https://www.econbiz.de/10009976552
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Moments of multivariate regime switching with application to risk-return trade-off
Taamouti, Abderrahim - In: Journal of empirical finance 19 (2012) 2, pp. 292-309
Persistent link: https://www.econbiz.de/10009838600
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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. 1234-1264
Persistent link: https://www.econbiz.de/10009290055
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Short and long run causality measures: Theory and inference
Dufour, Jean-Marie; Taamouti, Abderrahim - In: Journal of econometrics 154 (2010) 1, pp. 42-59
Persistent link: https://www.econbiz.de/10008894619