Narrow search
Showing 1 - 10 of 45
Cover Image
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
Cover Image
Analytical value-at-risk and expected shortfall under regime switching
Taamouti, Abderrahim - 2009
Persistent link: https://www.econbiz.de/10003972447
Cover Image
Asymptotic null distribution of the likelihood ratio test in Markov switching models
Garcia, René - 1995
Persistent link: https://www.econbiz.de/10001512540
Cover Image
Sovereign credit ratings, market volatility, and financial gains
Afonso, António; Gomes, Pedro; Taamouti, Abderrahim - 2014
Persistent link: https://www.econbiz.de/10011554962
Cover Image
The reaction of stock market returns to unemployment
Gonzalo, Jesús; Taamouti, Abderrahim - 2017
Persistent link: https://www.econbiz.de/10011800233
Cover Image
Parametric portfolio policies with common volatility dynamics
Ergemen, Yunus Emre; Taamouti, Abderrahim - 2015
Persistent link: https://www.econbiz.de/10011327704
Cover Image
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
Cover Image
Short and long run causality measures : theory and inference
Dufour, Jean-Marie (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003774254
Cover Image
Asymptotic properties of the Bernstein density copula for dependent data
Bouezmarni, Taoufik (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003774299
Cover Image
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