Abderrahim Taamouti

zbMath Opentaamouti.abderrahimMaRDI QIDQ830679

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

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

Research outcomes over time

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