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Capital income
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Taamouti, Abderrahim
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ECONIS (ZBW)
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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:
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/10003964473
Saved in:
3
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
Saved in:
4
Analytical value-at-risk and expected shortfall under regime switching
Taamouti, Abderrahim
-
2009
Persistent link: https://www.econbiz.de/10003972447
Saved in:
5
Moments of multivariate regime switching with application to risk-return trade-off
Taamouti, Abderrahim
- In:
Journal of empirical finance
19
(
2012
)
2
,
pp. 292-308
Persistent link: https://www.econbiz.de/10009615702
Saved in:
6
Analytical Value-at-Risk and Expected Shortfall under regime-switching
Taamouti, Abderrahim
- In:
Finance research letters
6
(
2009
)
3
,
pp. 138-151
Persistent link: https://www.econbiz.de/10003888009
Saved in:
7
Portfolio selection in a data-rich environment
Bouaddi, Mohammed
;
Taamouti, Abderrahim
- In:
Journal of economic dynamics & control
37
(
2013
)
12
,
pp. 2943-2962
Persistent link: https://www.econbiz.de/10010348093
Saved in:
8
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:
9
Do investors price industry risk? : evidence from the cross-section of the oil industry
Ramos, Sofia B.
;
Taamouti, Abderrahim
;
Veiga, Helena
; …
- In:
The journal of energy markets
10
(
2017
)
1
,
pp. 79-108
Persistent link: https://www.econbiz.de/10011999412
Saved in:
10
In search of the determinants of European asset market comovements
Gomes, Pedro
;
Taamouti, Abderrahim
- In:
International review of economics & finance : IREF
44
(
2016
),
pp. 103-117
Persistent link: https://www.econbiz.de/10011626014
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