Abderrahim Taamouti

Available identifiers

Publication	Date of Publication	Type
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

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