Abderrahim Taamouti

Associate Professor
Ph.D., University of Montreal


Statistics (Ph.D)
Techniques of Econometrics (Undergraduate)
Statistics and Probability (Master)

Research Interests

  • Causality in time series
  • Risk management and portfolio optimization
  • Characteristic function methods in time series
  • Exact sign-based inference
  • Asymmetric volatility and correlations
  • Nonparametric tests

Current Research

  • "Affine term structure of risk neutral moments models", (with Bruno Feunou, Jean-Sébastien Fontaine and Roméo Tédongap).
  • "The Reaction of Conditional Distribution and Quantiles of Stock Market Returns to Anticipated Unemployment", (with Jesus Gonzalo).
  • "Diffusion index approach to the portfolio optimization", (with Mohammed Bouaddi).

Contact Information

+34 916249863 office
office 15.2.09

Curriculum Vitae

Personal Web

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