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Abderrahim Taamouti

University of Liverpool

16H指数
82论文数
810被引数
收录论文 11
发表时间
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Portfolio selection under non-gaussianity and systemic risk: A machine learning based forecasting approach
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2024-07-01
err1
PREAI
errLin, Weidong; Taamouti, Abderrahim
err分享
err收藏
The market uncertainty of ethically compliant equity: An integrated screening approach
errJOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY
IF6.1
err2023-07-01
err2
errOAAI
errAbu Bakar, Norhidayah; Abdelsalam, Omneya; Taamouti, Abderrahim; Elmasry, Ahmed
err分享
err收藏
Testing the eigenvalue structure of spot and integrated covariance?
errJOURNAL OF ECONOMETRICS
IF4
err2022-08-01
err0
errOAAI
errDovonon, Prosper; Taamouti, Abderrahim; Williams, Julian
err分享
err收藏
Cointegration, information transmission, and the lead-lag effect between industry portfolios and the stock market
errJOURNAL OF FORECASTING
IF2.7
err2021-03-02
err3
errOAAI
errTroster, Victor; Penalva, Jose; Taamouti, Abderrahim; Wied, Dominik
err分享
err收藏
Financial frictions and the futures pricing puzzle
errECONOMIC MODELLING
IF4.7
err2020-05-01
err2
errOAAI
errap Gwilym, Rhys; Ebrahim, M. Shahid; El Alaoui, Abdelkader O.; Rahman, Hamid; Taamouti, Abderrahim
err分享
err收藏
The information content of forward moments
errJOURNAL OF BANKING & FINANCE
IF3.8
err2019-09-01
err4
errOAAI
errAndreou, Panayiotis C.; Kagkadis, Anastasios; Philip, Dennis; Taamouti, Abderrahim
err分享
err收藏
Nonparanietric estimation and inference for conditional density based Granger causality measures基于条件密度的格兰杰因果测度的非参数估计和推断
errJOURNAL OF ECONOMETRICS
IF4
err2014-06-01
err23
errOAAI
errTaamouti, Abderrahim; Bouezmarni, Taoufik; El Ghouch, Anouar
err分享
err收藏
Did the euro change the effect of fundamentals on growth and uncertainty?
errB E JOURNAL OF MACROECONOMICS
IF0.5
err2014-01-01
err0
errOAAI
errLuque, Jaime; Taamouti, Abderrahim
err分享
err收藏
Risk Premium, Variance Premium, and the Maturity Structure of Uncertainty*
errREVIEW OF FINANCE
IF8.4
err2013-03-17
err32
errOAAI
errFeunou, Bruno; Fontaine, Jean-Sebastien; Taamouti, Abderrahim; Tedongap, Romeo
err分享
err收藏
Short and long run causality measures: Theory and inference
errJOURNAL OF ECONOMETRICS
IF4
err2010-01-01
err65
errOAAI
errDufour, Jean-Marie; Taamouti, Abderrahim
err分享
err收藏
Analytical Value-at-Risk and Expected Shortfall under regime-switching
errFINANCE RESEARCH LETTERS
IF6.9
err2009-09-01
err6
errOAAI
errTaamouti, Abderrahim
err分享
err收藏

研究方向

暂无研究方向
合作学者
合作期刊
J
Jean‐Marie Dufour
H 指数: 31 · 论文数: 299
P
Panayiotis C. Andreou
H 指数: 27 · 论文数: 176
O
Omneya Abdelsalam
H 指数: 21 · 论文数: 77
A
Ahmed El‐Masry
H 指数: 21 · 论文数: 102
D
Dominik Wied
H 指数: 18 · 论文数: 138
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