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isPartOf:"Journal of econometrics"
~isPartOf:"Finance research letters"
~person:"Meddahi, Nour"
~subject:"Statistische Verteilung"
~subject:"Zeitreihenanalyse"
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Statistische Verteilung
Zeitreihenanalyse
Volatility
8
Volatilität
8
Capital income
4
Kapitaleinkommen
4
Estimation theory
3
Schätztheorie
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Statistical distribution
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Fat tails
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Multivariate Analyse
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Outliers
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Realized covolatility matrix
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Meddahi, Nour
Todorov, Viktor
10
Bollerslev, Tim
6
Li, Jia
6
Andersen, Torben
5
Kim, Donggyu
5
Li, Yingying
5
McAleer, Michael
5
Tauchen, George Eugene
5
Hallin, Marc
4
Patton, Andrew J.
4
Barigozzi, Matteo
3
Fan, Jianqing
3
Kong, Xin-Bing
3
Swanson, Norman R.
3
Taylor, Robert
3
Wang, Yazhen
3
Wu, Xinyu
3
Al-Yahyaee, Khamis Hamed
2
Asai, Manabu
2
Boswijk, Herman Peter
2
Caporale, Guglielmo Maria
2
Cavaliere, Giuseppe
2
Chan, Joshua
2
Chang, Chia-Lin
2
Christensen, Kim
2
Clinet, Simon
2
Corradi, Valentina
2
Ergemen, Yunus Emre
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Francq, Christian
2
Gil-Alaña, Luis A.
2
Gonçalves, Sílvia
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Gouriéroux, Christian
2
Hounyo, Ulrich
2
Jasiak, Joann
2
Li, Guodong
2
Li, Wai Keung
2
Ling, Shiqing
2
Liu, Zhi
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Medeiros, Marcelo C.
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Journal of econometrics
Finance research letters
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
2
Working papers / TSE : WP
2
CREATES research paper
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Discussion paper / Center for Economic Research, Tilburg University
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
IDEI working papers
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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1
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
High-dimensional multivariate realized volatility estimation
Bollerslev, Tim
;
Meddahi, Nour
;
Nyawa, Serge
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 116-136
Persistent link: https://www.econbiz.de/10012303903
Saved in:
3
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
Saved in:
4
Realized volatility
Meddahi, Nour
;
Mykland, Per A.
;
Shephard, Neil G.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 1
Persistent link: https://www.econbiz.de/10009242567
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