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Evaluating portfolio value-at-risk using semi-parametric GARCH models
Rombouts, Jeroen V. K. (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10002505827
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Nonparametric density estimation for positive time series
Bouezmarni, Taoufik (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003376143
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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
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Semiparametric multivariate density estimation for positive data using coplas
Bouezmarni, Taoufik (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003526639
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Nonparametric density estimation for multivariate bounded data
Bouezmarni, Taoufik (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003527551
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Semiparametric multivariate density estimation for positive data using copulas
Bouezmarni, Taoufik (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003557217
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Nonparametric density estimation for multivariate bounded data
Bouezmarni, Taoufik (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003557225
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Nonparametric density estimation for positive time series
Bouezmarni, Taoufik (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003395282
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Density and hazard rate estimation for censored and α-mixing data using gamma kernels
Bouezmarni, Taoufik (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003395324
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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