Welcome
Caves of Hercules, Tangier, photo taken by me.
Professor and Chair in Applied Econometrics, Director of LAMBDA, Fellow of the Econometric Society
Liverpool University Management School
Email: Abderrahim.Taamouti@liverpool.ac.uk
Address:
University of Liverpool Management School
Chatham St, Liverpool
L69 7ZH, UK
Official Webpage: Here
ORCID profile: https://orcid.org/0000-0002-1360-8803
Research interest:
Non-parametric estimation and tests, Granger causality analysis, High-dimensional data analysis, Asset pricing, Asymmetric volatility and correlations, Characteristic function methods in financial time series, Copula estimation, Exact sign-based inference, Risk management and portfolio optimization, Sovereign credit ratings.