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Copula-Based Regression Estimation and Inference
Noh, Hohsuk; Ghouch, Anouar El; Bouezmarni, Taoufik - In: Journal of the American Statistical Association : JASA 108 (2013) 502, pp. 676-688
Persistent link: https://www.econbiz.de/10010141622
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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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EMPIRICAL LIKELIHOOD CONFIDENCE INTERVALS FOR DEPENDENT DURATION DATA
El Ghouch, Anouar; Van Keilegom, Ingrid; McKeague, Ian W. - In: Econometric theory 27 (2010) 1, pp. 178-199
Persistent link: https://www.econbiz.de/10008814160
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Theory and Methods - Amplification of Sensitivity Analysis in Matched Observational Studies
El Ghouch, Anouar; Genton, Marc G - In: Journal of the American Statistical Association : JASA 104 (2009) 488, pp. 1398-1406
Persistent link: https://www.econbiz.de/10008376205
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CONSISTENCY OF ASYMMETRIC KERNEL DENSITY ESTIMATORS AND SMOOTHED HISTOGRAMS WITH APPLICATION TO INCOME DATA
Bouezmarni, Taoufik; Scaillet, Olivier - In: Econometric theory 21 (2005) 2, pp. 390-412
Persistent link: https://www.econbiz.de/10006960161
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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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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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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