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Abderrahim Taamouti · Study
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Author
Abderrahim Taamouti
11 works
· latest 2020
· 3 institutions
cluster: provisional
ORCID 0000-0002-1360-8803
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Citations
547
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Most cited in this library
Short and long run causality measures: Theory and inference
2009 · 119 citations
Nonparametric Copula-Based Test for Conditional Independence with Applications to Granger Causality
2012 · 77 citations
Sovereign credit ratings, market volatility, and financial gains
2013 · 66 citations
Asymptotic properties of the Bernstein density copula estimator for α -mixing data
2009 · 51 citations
Risk Premium, Variance Premium, and the Maturity Structure of Uncertainty
2013 · 44 citations
Works
11 shown
Measuring Granger Causality in Quantiles
Journal of Business and Economic Statistics
·
2020
·
2 authors
·
Open access
35
citations
A Better Understanding of Granger Causality Analysis: A Big Data Environment
Oxford Bulletin of Economics and Statistics
·
2018
·
2 authors
·
Open access
22
citations
Testing independence based on Bernstein empirical copula and copula density
Journal of nonparametric statistics
·
2017
·
4 authors
·
Open access
35
citations
Nonparametric estimation and inference for conditional density based Granger causality measures
Journal of Econometrics
·
2014
·
3 authors
·
Open access
35
citations
Bernstein estimator for unbounded copula densities
Statistics & Risk Modeling
·
2013
·
3 authors
·
Open access
29
citations
Sovereign credit ratings, market volatility, and financial gains
Computational Statistics & Data Analysis
·
2013
·
3 authors
·
Open access
66
citations
Risk Premium, Variance Premium, and the Maturity Structure of Uncertainty
European Finance Review
·
2013
·
4 authors
·
Open access
44
citations
Nonparametric Copula-Based Test for Conditional Independence with Applications to Granger Causality
Journal of Business and Economic Statistics
·
2012
·
3 authors
·
Open access
77
citations
What drives international equity correlations? Volatility or market direction?
Journal of International Money and Finance
·
2011
·
3 authors
·
Open access
34
citations
Short and long run causality measures: Theory and inference
Journal of Econometrics
·
2009
·
2 authors
·
Open access
119
citations
Asymptotic properties of the Bernstein density copula estimator for α -mixing data
Journal of Multivariate Analysis
·
2009
·
3 authors
·
Open access
51
citations