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Chuang, O-Chia, Song, Xiaojun and Taamouti, Abderrahim 
ORCID: 0000-0002-1360-8803
(2022)
Testing for Asymmetric Comovements*.
OXFORD BULLETIN OF ECONOMICS AND STATISTICS, 84 (5).
pp. 1153-1180.
Doukali, Mohamed ORCID: 0000-0001-9315-2326, Song, Xiaojun and Taamouti, Abderrahim ORCID: 0000-0002-1360-8803
(2023)
Value‐at‐Risk under Measurement Error.
Oxford Bulletin of Economics and Statistics.