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Browsing by Author « Taamouti, Abderrahim »
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| Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility | | Dufour, Jean-Marie; Garcia, René; Taamouti, Abderrahim | | Issue Date : 2011-02 |
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| A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality | | Bouezmarni, Taoufik; Rombouts, Jeroen; Taamouti, Abderrahim | | Issue Date : 2009-06 |
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| A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality | | Bouezmarni, Taoufik; Rombouts, Jeroen V.K.; Taamouti, Abderrahim | | Issue Date : 2009-08 |
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Showing results 1 to 3 of 3
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