Abderrahim Taamouti

Available identifiers

Publication	Date of Publication	Type
Nonparametric Copula-Based Test for Conditional Independence with Applications to Granger Causality	2025-01-20	Paper
Measuring Nonlinear Granger Causality in Mean	2024-10-23	Paper
Measuring Granger Causality in Quantiles	2024-10-11	Paper
Testing Granger non-causality in expectiles	2024-05-28	Paper
Stock market's reaction to money supply: a nonparametric analysis	2023-03-07	Paper
Testing the eigenvalue structure of spot and integrated covariance	2022-07-15	Paper
A nonparametric measure of heteroskedasticity	2021-05-07	Paper
Sovereign credit ratings, market volatility, and financial gains	2018-11-23	Paper
Risk Premium, Variance Premium, and the Maturity Structure of Uncertainty	2018-11-07	Paper
Portfolio selection in a data-rich environment	2018-11-01	Paper
Testing independence based on Bernstein empirical copula and copula density	2017-06-16	Paper
Short and long run causality measures: theory and inference	2016-07-25	Paper
Nonparametric tests for conditional independence using conditional distributions	2014-12-12	Paper
Nonparametric estimation and inference for conditional density based Granger causality measures	2014-06-04	Paper
Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form	2014-04-14	Paper
Bernstein estimator for unbounded copula densities	2014-01-22	Paper
Asymptotic properties of the Bernstein density copula estimator for \(\alpha \)-mixing data	2009-11-27	Paper

This page was built for person: Abderrahim Taamouti