Details about Abderrahim Taamouti

Access statistics for papers by Abderrahim Taamouti.

Last updated 2009-10-22. Update your information in the RePEc Author Service.

Short-id: pta202

Working Papers

2009

1. A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality
   CIRANO Working Papers, CIRANO
   Also in Cahiers de recherche, CIRPEE (2009)
   Economics Working Papers, Universidad Carlos III, Departamento de Economía (2009)

2008

2. Asymptotic properties of the Bernstein density copula for dependent data
   Economics Working Papers, Universidad Carlos III, Departamento de Economía
   Also in CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2008)
3. Exact optimal and adaptive inference in regression models under heteroskedasticity and non-normality of unknown forms
   Economics Working Papers, Universidad Carlos III, Departamento de Economía
4. Short and long run causality measures: theory and inference
   Economics Working Papers, Universidad Carlos III, Departamento de Economía

Journal Articles

2009

1. Analytical Value-at-Risk and Expected Shortfall under regime-switching
   Finance Research Letters, 2009, 6, (3), 138-151