Professor Abderrahim Taamouti PhD

Research Overview

Abderrahim Taamouti works on Granger causality analysis, High-dimensional data analysis, Non-parametric estimation and tests, Machine Learning, Asset pricing, Systemic risk, Characteristic function methods in financial time series, Copula estimation, Exact sign-based inference, Risk management and portfolio optimization, Sovereign credit ratings, Robust-estimation techniques to measurement errors, Robust-estimation and inference techniques for stock return predictability. His research projects have resulted in several publications in internationally renowned journals in Econometrics, Finance and Statistics such as Journal of Econometrics, Review of Finance, Journal of Multivariate Analysis, Journal of Financial Econometrics, Journal of Business & Economic Statistics, Journal of Dynamics and Economic Control, Computational Statistics and Data Analysis, Journal of Empirical Finance, Journal of International Money and Finance, Oxford Bulletin of Economics and Statistics, Journal of Statistical Planning and Inference, Journal of Nonparametric Statistics, etc. He is an Associate Editor of Journal of the Royal Statistical Society Series A and an Editorial Board Member of Journal of Risk and Financial Management.