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~subject:"Kapitaleinkommen"
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Kapitaleinkommen
Volatility
23
Volatilität
22
Causality analysis
21
Kausalanalyse
21
Theorie
21
Theory
21
Börsenkurs
20
Share price
20
Capital income
19
Estimation
18
Schätzung
18
Portfolio selection
15
Portfolio-Management
15
Estimation theory
11
Risikoprämie
11
Risk premium
11
Schätztheorie
11
Statistical distribution
11
Statistische Verteilung
11
Time series analysis
11
Zeitreihenanalyse
11
CAPM
10
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Risiko
10
Risk
10
Risk management
9
Bootstrap approach
8
Bootstrap-Verfahren
8
Nonparametric estimation
8
Risikomanagement
8
Welt
8
World
8
Aktienmarkt
7
Forecasting model
7
Multivariate Verteilung
7
Multivariate distribution
7
Prognoseverfahren
7
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7
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Free
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12
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5
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English
19
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Taamouti, Abderrahim
16
Bouaddi, Mohammed
4
Bouezmarni, Taoufik
3
Douch, Mohamed
2
Dufour, Jean-Marie
2
Farooq, Omar
2
Garcia, René
2
Gomes, Pedro
2
Gonzalo, Jesús
2
Rombouts, Jeroen V. K.
2
Achchab, Boujemâa
1
Afonso, António
1
Andreou, Panayiotis C.
1
El Alaoui O., AbdelKader
1
El Ghouch, Anouar
1
Hurwitz, Catalina
1
Kagkadis, Anastasios
1
Mouhssine, Yassine
1
Philip, Dennis
1
Ramos, Sofia B.
1
Veiga, Helena
1
Wang, Chih-Wei
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Working paper / Department of Economics, Universidad Carlos III de Madrid
2
Working papers / Department of Economics, Universidad Carlos III de Madrid
2
Applied economics quarterly
1
CIRANO Scientific Publication
1
CORE discussion paper : DP
1
Finance research letters
1
International review of economics & finance : IREF
1
Journal of banking & finance
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
Journal of international financial markets, institutions & money
1
Review of behavioral finance : RBF
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The journal of energy markets
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UC3M working papers
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ECONIS (ZBW)
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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:
2
Analytical value-at-risk and expected shortfall under regime switching
Taamouti, Abderrahim
-
2009
Persistent link: https://www.econbiz.de/10003972447
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
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:
5
Stock price synchronicity and tails of return distribution
Douch, Mohamed
;
Farooq, Omar
;
Bouaddi, Mohammed
- In:
Journal of international financial markets, …
37
(
2015
),
pp. 1-11
Persistent link: https://www.econbiz.de/10011474962
Saved in:
6
Revisiting equity premium puzzles in a data-rich environment
Douch, Mohamed
;
Bouaddi, Mohammed
- In:
Applied economics quarterly
65
(
2019
)
4
,
pp. 257-275
Persistent link: https://www.econbiz.de/10012432446
Saved in:
7
Analyst coverage and the probability of stock price crash and jump
Bouaddi, Mohammed
;
Farooq, Omar
;
Hurwitz, Catalina
- In:
Review of behavioral finance : RBF
16
(
2024
)
3
,
pp. 510-532
Persistent link: https://www.econbiz.de/10014538742
Saved in:
8
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:
9
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:
10
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
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