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~subject:"Nichtparametrisches Verfahren"
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Measuring High-Frequency Causa...
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Nichtparametrisches Verfahren
Theorie
81
Theory
81
Capital income
45
Kapitaleinkommen
45
Estimation
33
Schätzung
33
Volatility
33
CAPM
32
Volatilität
32
Börsenkurs
31
Share price
31
Risikoprämie
25
Risk premium
24
Causality analysis
21
Kausalanalyse
21
Nonparametric statistics
21
Portfolio selection
18
Portfolio-Management
18
Estimation theory
17
Forecasting model
17
Prognoseverfahren
17
Schätztheorie
17
USA
16
Risiko
15
Risk
15
Statistical distribution
15
Statistische Verteilung
15
United States
15
Option pricing theory
14
Optionspreistheorie
14
Risikomaß
13
Risk management
13
Risk measure
13
Risikomanagement
11
Financial markets
10
Finanzmarkt
10
Time series analysis
10
Zeitreihenanalyse
10
Financial market
9
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Article
12
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9
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Article in journal
11
Aufsatz in Zeitschrift
11
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
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English
21
Author
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Garcia, René
11
Almeida, Caio
10
Ardison, Kym
10
Taamouti, Abderrahim
10
Bouezmarni, Taoufik
6
Vicente, Jose
5
Rombouts, Jeroen V. K.
3
Camponovo, Lorenzo
2
El Ghouch, Anouar
2
Scaillet, Olivier
2
Song, Xiaojun
2
Trojani, Fabio
2
Vicente, José Valentim Machado
2
Bali, Turan G.
1
Dobrev, Dobrislav
1
Ghysels, Eric
1
Gonzalo, Jesús
1
Jacobs, Kris
1
Renault, Eric
1
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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
Research paper series / Swiss Finance Institute
1
Swiss Finance Institute Research Paper
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
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Working papers / TSE : WP
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ECONIS (ZBW)
21
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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
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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/10003971763
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/10003964473
Saved in:
4
Nonparametric tests for conditional independence using conditional distributions
Bouezmarni, Taoufik
;
Taamouti, Abderrahim
-
2012
Persistent link: https://www.econbiz.de/10010473719
Saved in:
5
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:
6
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:
7
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:
8
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:
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 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
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