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Archivo Abierto Institucional de la Universidad Carlos III de Madrid >
Browsing by Author Taamouti, Abderrahim
Showing results 1 to 13 of 13
| Issue Date | Title | Author(s) | Type | | Jul-2008 | Asymptotic properties of the Bernstein density copula for dependent data | Bouezmarni, Taoufik; Rombouts, Jeroen V. K.; Taamouti, Abderrahim | workingPaper; workingPaper |
| Oct-2011 | Bernstein estimator for unbounded density copula | Bouezmarni, Taoufik; El Ghouch, Anouar; Taamouti, Abderrahim | workingPaper |
| Nov-2008 | Exact optimal and adaptive inference in regression models under heteroskedasticity and non-normality of unknown forms | Dufour, Jean-Marie; Taamouti, Abderrahim | workingPaper |
| Jul-2012 | GDP volatility before and after the euro : the evidence | Luque, Jaime; Taamouti, Abderrahim | workingPaper |
| Sep-2008 | Measuring causality between volatility and returns with high-frequency data | Dufour, Jean-Marie; García, René; Taamouti, Abderrahim | workingPaper; workingPaper |
| Jun-2009 | A nonparametric copula based test for conditional independence with applications to granger causality | Bouezmarni, Taoufik; Rombouts, Jeroen V. K.; Taamouti, Abderrahim | workingPaper |
| 29-Mar-2012 | Nonparametric estimation and inference for Granger causality measures | Taamouti, Abderrahim; Bouezmarni, Taoufik; El Ghouch, Anouar | workingPaper |
| 6-Jan-2012 | Nonparametric tests for conditional independence using conditional distributions | Bouezmarni, Taoufik; Taamouti, Abderrahim | workingPaper |
| 6-Jul-2012 | The reaction of stock market returns to anticipated unemployment | Gonzalo, Jesús [jgonzalo]; Taamouti, Abderrahim | workingPaper |
| Jul-2011 | The reaction of stock market returns to anticipated unemployment | Gonzalo, Jesús [jgonzalo]; Taamouti, Abderrahim | workingPaper |
| Nov-2011 | Risk premium, variance premium and the maturity structure of uncertainty | Feunou, Bruno; Fontaine, Jean-Sébastien; Taamouti, Abderrahim; Tédongap, Roméo | workingPaper |
| Jul-2008 | Short and long run causality measures: theory and inference | Dufour, Jean-Marie; Taamouti, Abderrahim | workingPaper; workingPaper |
| Jun-2009 | What Drives International Equity Correlations? Volatility or Market Direction? | Amira, Khaled; Taamouti, Abderrahim; Tsafack, Georges | workingPaper |
Showing results 1 to 13 of 13
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