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What drives international equity correlations? : volatility or market direction?
Amira, Khaled; Taamouti, Abderrahim; Tsafack, Georges - 2009
Persistent link: https://www.econbiz.de/10003971756
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Analytical value-at-risk and expected shortfall under regime switching
Taamouti, Abderrahim - 2009
Persistent link: https://www.econbiz.de/10003972447
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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
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Short and long run causality measures : theory and inference
Dufour, Jean-Marie (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003774254
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Asymptotic properties of the Bernstein density copula for dependent data
Bouezmarni, Taoufik (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003774299
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Exact optimal and adptive inference in regression models under heteroskedasticity and non-normality of unknown forms
Dufour, Jean-Marie; Taamouti, Abderrahim - 2008
Persistent link: https://www.econbiz.de/10003915193
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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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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
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Asymptotic properties of the Bernstein density copula for dependent data
Bouezmarni, Taoufik; Rombouts, Jeroen V. K.; Taamouti, … - 2008
Persistent link: https://www.econbiz.de/10003813959
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Parametric portfolio policies with common volatility dynamics
Ergemen, Yunus Emre; Taamouti, Abderrahim - 2015
Persistent link: https://www.econbiz.de/10011327704