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Measuring High-Frequency Causa...
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Garcia, René
26
Taamouti, Abderrahim
5
Bonomo, Marco
4
Luger, Richard
4
Renault, Eric
4
Detemple, Jérôme
3
Meddahi, Nour
3
Rindisbacher, Marcel
3
Chabi-Yo, Fousseni
2
Fontaine, Jean-Sébastien
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Renault, Éric
2
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2
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2
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Journal of econometrics
6
The review of financial studies
6
The Canadian journal of economics
3
Journal of applied econometrics
2
Journal of banking & finance
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of international money and finance
2
L' Actualité économique : revue trimest.
2
Economic inquiry : journal of the Western Economic Association International
1
Finance and stochastics
1
Financial markets and portfolio management
1
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1
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OLC EcoSci
ECONIS (ZBW)
192
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113
EconStor
6
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5
USB Cologne (EcoSocSci)
1
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1
Modèles d'évaluation des actifs financiers dans les marchés boursiers en émergence : identification des facteurs de risque et tests de changement structurel
Garcia, René
- In:
L' Actualité économique : revue trimest.
74
(
1998
)
3
,
pp. 467-484
Persistent link: https://www.econbiz.de/10009899012
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2
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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3
Moments of multivariate regime switching with application to risk-return trade-off
Taamouti, Abderrahim
- In:
Journal of empirical finance
19
(
2012
)
2
,
pp. 292-309
Persistent link: https://www.econbiz.de/10009838600
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4
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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5
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
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6
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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7
Viewpoint: Option prices, preferences, and state variables
Garcia, René
;
Luger, Richard
;
Renault, Éric
- In:
The Canadian journal of economics
38
(
2005
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10005879071
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8
Intertemporal asset allocation: A comparison of methods
Detemple, Jérôme
;
Garcia, René
;
Rindisbacher, Marcel
- In:
Journal of banking & finance
29
(
2005
)
11
,
pp. 2821-2848
Persistent link: https://www.econbiz.de/10005880123
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9
An Analysis of the Real Interest Rate under Regime Shifts
Garcia, René
;
Perron, Pierre
- In:
The review of economics and statistics
78
(
1996
)
1
,
pp. 111-125
Persistent link: https://www.econbiz.de/10007314529
Saved in:
10
Asymptotic properties of Monte Carlo estimators of diffusion processes
Detemple, Jérôme
;
Garcia, René
;
Rindisbacher, Marcel
- In:
Journal of econometrics
134
(
2006
)
1
,
pp. 1-68
Persistent link: https://www.econbiz.de/10007285973
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