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isPartOf:"Journal of econometrics"
~isPartOf:"Finance research letters"
~person:"Meddahi, Nour"
~subject:"Statistische Verteilung"
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Statistische Verteilung
Volatility
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Meddahi, Nour
Bollerslev, Tim
3
Todorov, Viktor
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Finance research letters
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Volatility regressions with fat tails
Kim, Jihyun
;
Meddahi, Nour
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 690-713
Persistent link: https://www.econbiz.de/10012483177
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2
Box-Cox transforms for realized volatility
Gonçalves, Sílvia
;
Meddahi, Nour
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 129-144
Persistent link: https://www.econbiz.de/10009242530
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