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~person:"Meddahi, Nour"
~subject:"Capital income"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"Volatilität"
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Capital income
Zeitreihenanalyse
Volatility
18
Volatilität
18
Theorie
9
Theory
9
Kapitaleinkommen
8
Time series analysis
5
Bootstrap approach
4
Bootstrap-Verfahren
4
Estimation
4
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4
Market microstructure
4
Marktmikrostruktur
4
Noise Trading
4
Noise trading
4
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4
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4
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3
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Article
9
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Aufsatz in Zeitschrift
Arbeitspapier
11
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11
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11
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11
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10
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Meddahi, Nour
Gupta, Rangan
71
Ma, Feng
33
Bollerslev, Tim
29
Bouri, Elie
29
Kumar, Dilip
29
McAleer, Michael
27
Wang, Yudong
23
Wohar, Mark E.
22
Tiwari, Aviral Kumar
21
Todorov, Viktor
21
Gil-Alaña, Luis A.
20
Chiang, Thomas C.
19
McMillan, David G.
19
Andersen, Torben
18
Caporale, Guglielmo Maria
18
Demirer, Rıza
17
Zhang, Yaojie
17
Balcilar, Mehmet
16
Hammoudeh, Shawkat
16
Pierdzioch, Christian
16
Tauchen, George Eugene
16
Maheswaran, S.
15
Zhang, Wei
15
Asai, Manabu
14
Wei, Yu
14
Yoon, Seong-min
14
Li, Jia
13
Mensi, Walid
13
Bali, Turan G.
12
Brooks, Robert
12
Degiannakis, Stavros
12
Floros, Christos
12
Kang, Sang Hoon
12
Lau, Chi Keung
12
Li, Yan
12
Lyócsa, Štefan
12
Nonejad, Nima
12
Shen, Dehua
12
Todorova, Neda
12
Christiansen, Charlotte
11
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Conference on Realized Volatility <2006, Montréal>
1
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Journal of econometrics
4
Econometric theory
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
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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ECONIS (ZBW)
10
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1
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:
2
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:
3
Bootstrap inference for pre-averaged realized volatility based on nonoverlapping returns
Gonçalves, Sílvia
;
Hounyo, Ulrich
;
Meddahi, Nour
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
4
,
pp. 679-707
Persistent link: https://www.econbiz.de/10010512286
Saved in:
4
The economic value of realized volatility : using high-frequency returns for option valuation
Christoffersen, Peter F.
;
Feunou, Bruno
;
Jacobs, Kris
; …
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
3
,
pp. 663-697
Persistent link: https://www.econbiz.de/10010487742
Saved in:
5
Generalized disappointment aversion, long-run volatility risk, and asset prices
Bonomo, Marco Antonio
;
Garcia, René
;
Meddahi, Nour
; …
- In:
The review of financial studies
24
(
2011
)
1
,
pp. 82-122
Persistent link: https://www.econbiz.de/10008909444
Saved in:
6
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
Saved in:
7
Realized volatility : [most of the papers ... were presented at the CIRANO/CIREQ Conference on "Realized volatility", April 2006]
Meddahi, Nour
(
contributor
);
Mykland, Per A.
(
contributor
); …
-
2010
Persistent link: https://www.econbiz.de/10009244600
Saved in:
8
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:
9
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:
10
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:
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