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Publications by Abderrahim Taamouti

Nonparametric Estimation and Inference for Conditional Density Based Granger Causality Measures

Journal of Econometrics

Philosophy of Science

Applied Mathematics

English

Bernstein Estimator for Unbounded Copula Densities

Statistics and Risk Modeling

English

Stock Market’s Reaction to Money Supply: A Nonparametric Analysis

Studies in Nonlinear Dynamics and Econometrics

Social Sciences

English

Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility

SSRN Electronic Journal

English

Analytical Value-At-Risk and Expected Shortfall Under Regime-Switching

Finance Research Letters

English

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