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:"Nonparametric statistics"
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
Measuring High-Frequency Causa...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Nonparametric statistics
Theorie
86
Theory
86
Capital income
46
Kapitaleinkommen
46
Volatility
36
Volatilität
35
CAPM
32
Börsenkurs
31
Share price
31
Estimation
28
Schätzung
28
Risikoprämie
26
Risk premium
25
Portfolio selection
23
Portfolio-Management
23
Causality analysis
21
Kausalanalyse
21
Nichtparametrisches Verfahren
20
Estimation theory
17
Risiko
17
Risk
17
Schätztheorie
17
Forecasting model
16
Prognoseverfahren
16
Option pricing theory
15
Optionspreistheorie
15
USA
15
Statistical distribution
14
Statistische Verteilung
14
United States
14
Risk management
13
Stochastic process
13
Stochastischer Prozess
13
Finanzmarkt
12
Financial market
11
Risikomanagement
11
Time series analysis
11
Zeitreihenanalyse
11
Financial markets
10
more ...
less ...
Online availability
All
Undetermined
9
Free
8
Type of publication
All
Article
12
Book / Working Paper
8
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
20
Author
All
Garcia, René
10
Taamouti, Abderrahim
10
Almeida, Caio
9
Ardison, Kym
9
Bouezmarni, Taoufik
6
Vicente, Jose
4
Rombouts, Jeroen V. K.
3
El Ghouch, Anouar
2
Song, Xiaojun
2
Vicente, José Valentim Machado
2
Bali, Turan G.
1
Camponovo, Lorenzo
1
Dobrev, Dobrislav
1
Ghysels, Eric
1
Gonzalo, Jesús
1
Jacobs, Kris
1
Renault, Eric
1
Scaillet, Olivier
1
Schaumburg, Ernst
1
Trojani, Fabio
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Working paper / Department of Economics, Universidad Carlos III de Madrid
3
Journal of econometrics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
CORE discussion paper : DP
1
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
1
Tools and techniques
1
Working papers / Department of Economics, Universidad Carlos III de Madrid
1
Working papers / TSE : WP
1
more ...
less ...
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Stock market's reaction to money supply : a nonparametric analysis
Taamouti, Abderrahim
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
5
,
pp. 669-689
Persistent link: https://www.econbiz.de/10011431062
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
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. 275-287
Persistent link: https://www.econbiz.de/10009657333
Saved in:
5
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:
6
Nonparametric tests for conditional independence using conditional distributions
Bouezmarni, Taoufik
;
Taamouti, Abderrahim
-
2012
Persistent link: https://www.econbiz.de/10010473719
Saved in:
7
Nonparametric estimation and inference for Granger causality measures
Taamouti, Abderrahim
;
Bouezmarni, Taoufik
;
El Ghouch, Anouar
-
2012
Persistent link: https://www.econbiz.de/10010473723
Saved in:
8
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:
9
The reaction of stock market returns to unemployment
Gonzalo, Jesús
;
Taamouti, Abderrahim
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
4
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011755437
Saved in:
10
Measuring granger causality in quantiles
Song, Xiaojun
;
Taamouti, Abderrahim
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 937-952
Persistent link: https://www.econbiz.de/10012653205
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
