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~person:"Meddahi, Nour"
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Market microstructure
8
Marktmikrostruktur
8
Noise Trading
8
Noise trading
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Volatility
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market microstructure noise
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realized volatility
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wild bootstrap
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high frequency data
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preaveraging
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Meddahi, Nour
Pierdzioch, Christian
16
Hautsch, Nikolaus
15
Podolskij, Mark
12
Collin-Dufresne, Pierre
11
Fos, Vyacheslav
11
Lux, Thomas
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Li, Yingying
9
Stadtmann, Georg
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Alfarano, Simone
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De Grauwe, Paul
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Dow, James
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Grimaldi, Marianna
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Jeanne, Olivier
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Li, Z. Merrick
8
Stambaugh, Robert F.
8
Aït-Sahalia, Yacine
7
Hounyo, Ulrich
7
Veredas, David
7
Vives, Xavier
7
Gonçalves, Sílvia
6
Gorton, Gary
6
Gradojevic, Nikola
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Hassan, Tarek A.
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Holden, Richard T.
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Jacod, Jean
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Jovanovic, Boyan
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Li, Tao
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Lorenzoni, Guido
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Prat, Julien
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1
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
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:
5
Bootstrapping pre-averaged realized volatility under market microstructure noise
Hounyo, Ulrich
;
Gonçalves, Sílvia
;
Meddahi, Nour
-
2013
Persistent link: https://www.econbiz.de/10009790617
Saved in:
6
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:
7
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:
8
Realized volatility forecasting and market microstructure noise
Andersen, Torben
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 220-234
Persistent link: https://www.econbiz.de/10009242523
Saved in:
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