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Generalized disappointment aversion, long-run volatility risk and asset prices
Bonomo, Marco Antonio
;
Garcia, René
;
Meddahi, Nour
; …
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2010
Persistent link: https://www.econbiz.de/10008749056
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2
Testing distributional assumptions : a GMM approach
Bontemps, Christian
(
contributor
);
Meddahi, Nour
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003590687
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3
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:
4
Bootstrapping high-frequency jump tests
Dovonon, Prosper
;
Gonçalves, Sílvia
;
Hounyo, Ulrich
; …
-
2017
Persistent link: https://www.econbiz.de/10011731270
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