Abderrahim Taamouti - Concepedia

Author

Abderrahim Taamouti

Universidad Carlos III de Madrid ORCID

Also Known As

A Taamouti, A. Taamouti, ABDERRAHIM TAAMOUTI, Abderrahim Taamouti, Helena Veiga, Taamouti, Abderrahim

Publications

805

Citations

H-Index

Concepts

All Affiliations

Universidad Carlos III de Madrid Durham University Université de Sherbrooke Peking University UCLouvain

About

Abderrahim Taamouti is an author at Universidad Carlos III de Madrid specializing in business, statistics, and economics.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	12	13	398
2	Engineering	4	4	83
3	Public Health	3	3	175
4	Management	2	2	34
5	Biostatistics	1	1	31

Abderrahim Taamouti

Publications

691

Citations

H-Index

Page 1

	Year	Citations
Short and long run causality measures: Theory and inference Jean‐Marie Dufour, Abderrahim Taamouti Journal of Econometrics CausalityPublic HealthCausal ReasoningStatisticsCausal Inference	2009	117
Nonparametric Copula-Based Test for Conditional Independence with Applications to Granger Causality Taoufik Bouezmarni, Jeroen V.K. Rombouts, Abderrahim Taamouti Journal of Business and Economic Statistics Causal ModelEconomicsVolatility ModelingGranger CausalityConditional Independence	2012	75
Sovereign credit ratings, market volatility, and financial gains António Afonso, Pedro Gomes, Abderrahim Taamouti Computational Statistics & Data Analysis Empirical FinanceFinancial EconomicsAsset PricingInternational FinanceInternational Capital Market	2013	58
Asymptotic properties of the Bernstein density copula estimator for<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si1.gif" display="inline" overflow="scroll"><mml:mi>α</mml:mi></mml:math>-mixing data Taoufik Bouezmarni, Jeroen V.K. Rombouts, Abderrahim Taamouti Journal of Multivariate Analysis	2009	48
Risk Premium, Variance Premium, and the Maturity Structure of Uncertainty Bruno Feunou, Jean‐Sébastien Fontaine, Abderrahim Taamouti, European Finance Review	2013	45
Nonparametric estimation and inference for conditional density based Granger causality measures Abderrahim Taamouti, Taoufik Bouezmarni, Anouar El Ghouch Journal of Econometrics Causal ModelEconometric ModelEconomicsConditional DensityGranger Causality Measures	2014	34
What drives international equity correlations? Volatility or market direction? Khaled Amira, Abderrahim Taamouti, Georges Tsafack Journal of International Money and Finance Emerging MarketFinancial EconomicsInternational FinanceInternational Capital MarketInternational Investment	2011	34
Testing independence based on Bernstein empirical copula and copula density Mohamed Belalia, Taoufik Bouezmarni, Félix Camirand Lemyre, Journal of nonparametric statistics Bernstein Copula DensityDensity EstimationMultivariate AnalysisBernstein Empirical CopulaEmpirical Distribution Function	2017	31
Bernstein estimator for unbounded copula densities Taoufik Bouezmarni, El Ghouch, Abderrahim Taamouti Statistics & Risk Modeling Copula Density FunctionsEconomicsDensity EstimationBernstein EstimatorEngineering	2013	28
Measuring Granger Causality in Quantiles Xiaojun Song, Abderrahim Taamouti Journal of Business and Economic Statistics Smoothed Local BootstrapCausal InferenceEconomic AnalysisPublic HealthStatistics	2020	27

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