//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Volatility"
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
COVID-19 Control and the Econo...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
Causality analysis
21
Kausalanalyse
21
Volatilität
19
Capital income
17
Estimation
17
Kapitaleinkommen
17
Schätzung
17
Theorie
16
Theory
16
Börsenkurs
14
Share price
14
Estimation theory
10
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Schätztheorie
10
Portfolio selection
8
Portfolio-Management
8
Forecasting model
7
Nonparametric estimation
7
Prognoseverfahren
7
Regression analysis
7
Regressionsanalyse
7
Statistical distribution
7
Statistische Verteilung
7
Time series analysis
7
Zeitreihenanalyse
7
Aktienmarkt
6
Multivariate Verteilung
6
Multivariate distribution
6
Risikomaß
6
Risikoprämie
6
Risk measure
6
Risk premium
6
Statistical test
6
Statistischer Test
6
Stock market
6
Time series
6
Bootstrap approach
5
Bootstrap-Verfahren
5
more ...
less ...
Online availability
All
Free
9
Undetermined
5
Type of publication
All
Article
10
Book / Working Paper
10
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Arbeitspapier
8
Graue Literatur
8
Non-commercial literature
8
Working Paper
8
Language
All
English
19
Undetermined
1
Author
All
Taamouti, Abderrahim
20
Afonso, António
4
Gomes, Pedro
4
Bouezmarni, Taoufik
3
Dufour, Jean-Marie
3
Garcia, René
3
Amira, Khaled
2
Rombouts, Jeroen V. K.
2
Tsafack, Georges
2
Abd-Elsalam, Omneya H.
1
Andreou, Panayiotis C.
1
El Ghouch, Anouar
1
El-Masry, Ahmed A.
1
Ergemen, Yunus Emre
1
Kagkadis, Anastasios
1
Luque, Jaime
1
Norhidayah Abu Bakar
1
Philip, Dennis
1
Song, Xiaojun
1
more ...
less ...
Published in...
All
Working paper / Department of Economics, Universidad Carlos III de Madrid
4
Working papers / Department of Economics, Universidad Carlos III de Madrid
4
CIRANO Scientific Publication
1
CORE discussion paper : DP
1
CREATES research paper
1
Computational Statistics & Data Analysis
1
ECB Working Paper
1
Finance research letters
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
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
Journal of international money and finance
1
The B.E. journal of macroeconomics
1
Working paper series / European Central Bank
1
Working papers
1
more ...
less ...
Source
All
ECONIS (ZBW)
19
RePEc
1
Showing
1
-
10
of
20
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
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
Measuring causality between volatility and returns with high-frequency data
Dufour, Jean-Marie
(
contributor
);
Garcia, René
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003774245
Saved in:
5
What drives international equity correlations? : volatility or market direction?
Amira, Khaled
;
Taamouti, Abderrahim
;
Tsafack, Georges
-
2009
Persistent link: https://www.econbiz.de/10003971756
Saved in:
6
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:
7
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:
8
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. 1234-1263
Persistent link: https://www.econbiz.de/10009373944
Saved in:
9
Parametric portfolio policies with common volatility dynamics
Ergemen, Yunus Emre
;
Taamouti, Abderrahim
-
2015
Persistent link: https://www.econbiz.de/10011327704
Saved in:
10
Sovereign credit ratings, market volatility, and financial gains
Afonso, António
;
Gomes, Pedro
;
Taamouti, Abderrahim
-
2014
Persistent link: https://www.econbiz.de/10010380053
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->