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Testing distributional assumptions : a GMM approach
Bontemps, Christian (contributor); Meddahi, Nour (contributor) - 2007
Persistent link: https://www.econbiz.de/10003590687
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Moment-based tests for discrete distributions
Bontemps, Christian - 2013
Persistent link: https://www.econbiz.de/10009762448
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"Moment‐based tests under parameter uncertainty"
Bontemps, Christian - 2018
Persistent link: https://www.econbiz.de/10011811851
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Set identified linear models
Bontemps, Christian (contributor);  … - 2007 - Rev.
Persistent link: https://www.econbiz.de/10003749047
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Generalized disappointment aversion, long-run volatility risk and asset prices
Bonomo, Marco Antonio; Garcia, René; Meddahi, Nour; … - 2010
Persistent link: https://www.econbiz.de/10008749056
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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
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Bootstrapping high-frequency jump tests
Dovonon, Prosper; Gonçalves, Sílvia; Hounyo, Ulrich; … - 2017
Persistent link: https://www.econbiz.de/10011731270