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~person:"Meddahi, Nour"
~subject:"Volatility"
~type_genre:"Festschrift"
~type_genre:"Working Paper"
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Volatility
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high frequency data
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market microstructure noise
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preaveraging
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realized volatility
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Meddahi, Nour
McAleer, Michael
29
Koopman, Siem Jan
27
Caporale, Guglielmo Maria
25
Lux, Thomas
20
Gil-Alaña, Luis A.
18
Härdle, Wolfgang
17
Lucas, André
17
Andersen, Torben
12
Dijk, Dick van
12
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11
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11
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9
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8
Gonçalves, Sílvia
8
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8
Hallin, Marc
8
Hansen, Peter Reinhard
8
Lütkepohl, Helmut
8
Sibbertsen, Philipp
8
Chang, Chia-Lin
7
Clark, Todd E.
7
Kilian, Lutz
7
Leschinski, Christian
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Tauchen, George Eugene
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Allen, David E.
6
Barigozzi, Matteo
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Bauwens, Luc
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Asai, Manabu
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Bootstrapping pre-averaged realized volatility under market microstructure noise
Hounyo, Ulrich
;
Gonçalves, Sílvia
;
Meddahi, Nour
-
2017
Persistent link: https://www.econbiz.de/10011731265
Saved in:
2
Bootstrapping pre-averaged realized volatility under market microstructure noise
Hounyo, Ulrich
;
Gonçalves, Sílvia
;
Meddahi, Nour
-
2017
Persistent link: https://www.econbiz.de/10012265896
Saved in:
3
Bootstrapping pre-averaged realized volatility under market microstructure noise
Hounyo, Ulrich
;
Gonçalves, Sílvia
;
Meddahi, Nour
-
2016
Persistent link: https://www.econbiz.de/10011479764
Saved in:
4
Bootrstrapping high-frequency jump tests
Dovonon, Prosper
;
Gonçalves, Sílvia
;
Hounyo, Ulrich
; …
-
2016
Persistent link: https://www.econbiz.de/10011479788
Saved in:
5
Bootstrap inference for pre-averaged realized volatility based on non-overlapping returns
Gonc̜alves, Sílva
;
Hounyo, Ulrich
;
Meddahi, Nour
-
2013
Persistent link: https://www.econbiz.de/10009719165
Saved in:
6
Garch and irregularly spaced data
Meddahi, Nour
(
contributor
);
Renault, Eric
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001774184
Saved in:
7
Correcting the errors : a note on volatility forecast evaluation based on high-frequency data and realized volatilities
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947554
Saved in:
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