The following pages link to Abderrahim Taamouti (Q830679):
Displaying 13 items.
- A nonparametric measure of heteroskedasticity (Q830680) (← links)
- Asymptotic properties of the Bernstein density copula estimator for \(\alpha \)-mixing data (Q1041059) (← links)
- Sovereign credit ratings, market volatility, and financial gains (Q1623504) (← links)
- Portfolio selection in a data-rich environment (Q1994213) (← links)
- Testing the eigenvalue structure of spot and integrated covariance (Q2155301) (← links)
- Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form (Q2445708) (← links)
- Nonparametric estimation and inference for conditional density based Granger causality measures (Q2451777) (← links)
- Short and long run causality measures: theory and inference (Q2630148) (← links)
- Stock market's reaction to money supply: a nonparametric analysis (Q2687898) (← links)
- Bernstein estimator for unbounded copula densities (Q2871287) (← links)
- Nonparametric tests for conditional independence using conditional distributions (Q2934399) (← links)
- Risk Premium, Variance Premium, and the Maturity Structure of Uncertainty (Q4554096) (← links)
- Testing independence based on Bernstein empirical copula and copula density (Q5266568) (← links)
