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~person:"Meddahi, Nour"
~subject:"Estimation"
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Estimation
Market microstructure
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Noise Trading
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Meddahi, Nour
Hautsch, Nikolaus
9
Jeanne, Olivier
8
De Grauwe, Paul
6
Grimaldi, Marianna
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Hess, Dieter
5
Podolskij, Mark
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Rose, Andrew
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Veredas, David
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Beine, Michel
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Forni, Mario
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Gambetti, Luca
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Lippi, Marco
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Liu, Zhi
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Sala, Luca
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Bauer, Christian
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Boudoukh, Jacob
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Da, Zhi
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Herz, Bernhard
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Larrain, Borja
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Mirone, Giorgio
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Pierdzioch, Christian
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Reitz, Stefan
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Richardson, Matthew
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Shen, YuQing
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Sialm, Clemens
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Stadtmann, Georg
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Whitelaw, Robert F.
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Woodford, Michael
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Baldi, Lucia
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Białkowski, Je̜drzej
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Bibinger, Markus
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Bohl, Martin T.
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Bollerslev, Tim
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Czarnitzki, Dirk
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El Ouadghiri, Imane
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Faruqee, Hamid
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Hu, Yingyi
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Jing, Bingyi
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Journal of econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
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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
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2
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
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