//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Innovation"
type_genre:"Sammlung"
~person:"Meddahi, Nour"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Innovation
Volatility
Theorie
11
Theory
11
Volatilität
9
ARCH model
3
ARCH-Modell
3
Bootstrap approach
3
Bootstrap-Verfahren
3
Capital income
2
Forecasting model
2
Kapitaleinkommen
2
Prognoseverfahren
2
Time series analysis
2
USA
2
United States
2
Zeitreihenanalyse
2
1986-1996
1
1996
1
ARMA model
1
ARMA-Modell
1
Aggregation
1
Analysis of variance
1
CAPM
1
Deutschland
1
Estimation
1
Exchange rate
1
Financial market
1
Finanzmarkt
1
Germany
1
Induktive Statistik
1
Japan
1
Market microstructure
1
Marktmikrostruktur
1
Measurement
1
Messung
1
Method of moments
1
Momentenmethode
1
Multivariate Analyse
1
Multivariate analysis
1
Noise Trading
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Sammlung
Article in journal
Bibliography included
Arbeitspapier
12
Graue Literatur
12
Non-commercial literature
12
Working Paper
12
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Meddahi, Nour
McAleer, Michael
22
Gupta, Rangan
21
Malerba, Franco
21
Bollerslev, Tim
20
Antonelli, Cristiano
18
Lambertini, Luca
17
Aghion, Philippe
16
Dosi, Giovanni
16
Andersen, Torben
15
Asai, Manabu
15
Audretsch, David B.
14
Chu, Angus C.
13
Denicolò, Vincenzo
13
Wang, Yudong
13
Cozzi, Guido
12
Herwartz, Helmut
12
Mukherjee, Arijit
12
Renault, Eric
12
Batabyal, Amitrajeet A.
11
Caporin, Massimiliano
11
Westerhoff, Frank H.
11
Aït-Sahalia, Yacine
10
Chan, Joshua
10
Choi, Jay Pil
10
Fouque, Jean-Pierre
10
Ghysels, Eric
10
Mele, Antonio
10
Sircar, Kaushik Ronnie
10
Stadler, Manfred
10
Teece, David J.
10
Yu, Jun
10
Zhang, Jie
10
Baumol, William J.
9
Bekaert, Geert
9
Caporale, Guglielmo Maria
9
Escobar, Marcos
9
Hafner, Christian M.
9
Li, Shoude
9
Maheu, John M.
9
more ...
less ...
Published in...
All
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of econometrics
2
Econometric reviews
1
Econometric theory
1
Economics letters
1
International economic review
1
Journal of applied econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bootstrapping pre-averaged realized volatility under market microstructure noise
Hounyo, Ulrich
;
Gonçalves, Sílvia
;
Meddahi, Nour
- In:
Econometric theory
33
(
2017
)
4
,
pp. 791-838
Persistent link: https://www.econbiz.de/10011810210
Saved in:
2
Bootstrapping realized multivariate volatility measures
Dovonon, Prosper
;
Gonçalves, Sílvia
;
Meddahi, Nour
- In:
Journal of econometrics
172
(
2013
)
1
,
pp. 49-65
Persistent link: https://www.econbiz.de/10009702319
Saved in:
3
Bootstrapping realized volatility
Gonçalves, Sílvia
;
Meddahi, Nour
- In:
Econometrica : journal of the Econometric Society, an …
77
(
2009
)
1
,
pp. 283-306
Persistent link: https://www.econbiz.de/10003866987
Saved in:
4
Edgeworth corrections for realized volatility
Gonçalves, Sílvia
;
Meddahi, Nour
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 139-162
Persistent link: https://www.econbiz.de/10003761221
Saved in:
5
GARCH and irregularly spaced data
Meddahi, Nour
;
Renault, Eric
;
Werker, Bas J. M.
- In:
Economics letters
90
(
2006
)
2
,
pp. 200-204
Persistent link: https://www.econbiz.de/10003275843
Saved in:
6
Correcting the errors : volatility forecast evaluation using high-frequency data and realized volatilities
Andersen, Torben
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
1
,
pp. 279-296
Persistent link: https://www.econbiz.de/10002568170
Saved in:
7
Temporal aggregation of volatility models
Meddahi, Nour
;
Renault, Eric
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 355-379
Persistent link: https://www.econbiz.de/10001956326
Saved in:
8
Analytical evaluation of volatility forecasts
Andersen, Torben
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
International economic review
45
(
2004
)
4
,
pp. 1079-1110
Persistent link: https://www.econbiz.de/10002427616
Saved in:
9
A theoretical comparison between integrated and realized volatility
Meddahi, Nour
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 479-508
Persistent link: https://www.econbiz.de/10001709312
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->