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Bouezmarni, Taoufik ORCID: 0000-0002-6830-3193, Doukali, Mohamed ORCID: 0000-0001-9315-2326 and Taamouti, Abderrahim ORCID: 0000-0002-1360-8803 (2022) Copula-based estimation of health concentration curves with an application to COVID-19. [Report]

Ramos, Sofia B, Taamouti, Abderrahim ORCID: 0000-0002-1360-8803 and Veiga, Helena (2024) Investigating the Impact of Consumption Distribution on CRRA Estimation: Quantile-CCAPM-Based Approach. Studies in Nonlinear Dynamics & Econometrics.

Lin, Weidong and Taamouti, Abderrahim ORCID: 0000-0002-1360-8803 (2023) Machine Learning Based Portfolio Selection Under Systemic Risk. [Preprint]

Abu Bakar, Norhidayah, Abdelsalam, Omneya, Taamouti, Abderrahim ORCID: 0000-0002-1360-8803 and Elmasry, Ahmed (2023) The Market Uncertainty of Ethically Compliant Equity: An Integrated Screening Approach. Journal of International Financial Markets, Institutions and Money, 86. p. 101759.

Taamouti, Abderrahim ORCID: 0000-0002-1360-8803 and Lin, Weidong (2023) Portfolio Selection Under Non-Gaussianity And Systemic Risk: A Machine Learning Based Forecasting Approach. International Journal of Forecasting.

Lin, Weidong, Olmo, Jose and Taamouti, Abderrahim ORCID: 0000-0002-1360-8803 (2023) Portfolio Selection under Systemic Risk. JOURNAL OF MONEY CREDIT AND BANKING.

Taamouti, Abderrahim ORCID: 0000-0002-1360-8803, Doukali, Mohamed ORCID: 0000-0001-9315-2326 and Taoufik, Bouezmarni (2023) Testing Granger non-causality in Expectiles. Econometric Reviews, 43 (1). pp. 30-51.

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.

Dovonon, Prosper, Taamouti, Abderrahim ORCID: 0000-0002-1360-8803 and Williams, Julian (2022) Testing the eigenvalue structure of spot and integrated covariance? JOURNAL OF ECONOMETRICS, 229 (2). pp. 363-395.

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.