Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Estimation"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
What Drives International Equi...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation
Volatility
24
Volatilität
22
Causality analysis
21
Kausalanalyse
21
Capital income
19
Kapitaleinkommen
19
Theorie
19
Theory
19
Schätzung
16
Börsenkurs
15
Share price
15
Estimation theory
12
Schätztheorie
12
Portfolio selection
11
Portfolio-Management
11
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Ankündigungseffekt
8
Announcement effect
8
Bootstrap approach
8
Bootstrap-Verfahren
8
Nonparametric estimation
8
Risikoprämie
8
Risk management
8
Risk premium
8
Time series analysis
8
Zeitreihenanalyse
8
Forecasting model
7
Multivariate Verteilung
7
Multivariate distribution
7
Prognoseverfahren
7
Risikomanagement
7
Risikomaß
7
Risk measure
7
Statistical test
7
Statistischer Test
7
Unemployment
7
Welt
7
World
7
more ...
less ...
Online availability
All
Free
7
Undetermined
4
Type of publication
All
Article
10
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Language
All
English
16
Author
All
Taamouti, Abderrahim
14
Gonzalo, Jesús
4
Bouaddi, Mohammed
2
Bouezmarni, Taoufik
2
Dufour, Jean-Marie
2
Garcia, René
2
Song, Xiaojun
2
Tsafack, Georges
2
Achchab, Boujemâa
1
Cataldo, James M.
1
Chuang, O-Chia
1
Doukali, Mohamed
1
El Alaoui O., AbdelKader
1
El Ghouch, Anouar
1
Mouhssine, Yassine
1
Starkey, Christopher Michael
1
more ...
less ...
Published in...
All
Working paper / Department of Economics, Universidad Carlos III de Madrid
2
CIRANO Scientific Publication
1
Cahier scientifique
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Financial markets and portfolio management
1
International review of financial analysis
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Oxford bulletin of economics and statistics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
UC3M working papers
1
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Backtesting and estimation error : value-at-risk overviolation rate
Tsafack, Georges
;
Cataldo, James M.
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
3
,
pp. 1351-1396
Persistent link: https://www.econbiz.de/10012616952
Saved in:
2
Measuring financial contagion : dealing with the volatility Bias in the correlation dynamics
Starkey, Christopher Michael
;
Tsafack, Georges
- In:
International review of financial analysis
90
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014469938
Saved in:
3
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:
4
The reaction of stock market returns to anticipated unemployment
Gonzalo, Jesús
;
Taamouti, Abderrahim
-
2011
Persistent link: https://www.econbiz.de/10009704718
Saved in:
5
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/10009667499
Saved in:
6
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:
7
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:
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
The reaction of stock market returns to anticipated unemployment
Gonzalo, Jesús
;
Taamouti, Abderrahim
-
2012
Persistent link: https://www.econbiz.de/10010475009
Saved in:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
