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CIRANO Publications by Abderrahim Taamouti

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CS

Copula-based estimation of health concentration curves with an application to COVID-19

Taoufik Bouezmarni, Mohamed Doukali and Abderrahim Taamouti

CS

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

Jean-Marie Dufour, René Garcia and Abderrahim Taamouti

Risk Management
CS

A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality

Taoufik Bouezmarni, Jeroen Rombouts and Abderrahim Taamouti

Copula-based estimation of health concentration curves with an application to COVID-19

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

A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality

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