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A theoretical comparison between integrated and realized volatility
Meddahi, Nour - In: Journal of applied econometrics 17 (2002) 5, pp. 479-508
Persistent link: https://www.econbiz.de/10001709312
Cover Image
A theoretical comparison between integrated and realized volatility
Meddahi, Nour - In: Journal of applied econometrics 17 (2002) 5, pp. 479-508
Persistent link: https://www.econbiz.de/10006970946
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Testing distributional assumptions: A GMM aproach
Bontemps, Christian; Meddahi, Nour - In: Journal of applied econometrics 27 (2012) 6, pp. 978-1013
Persistent link: https://www.econbiz.de/10010022056
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Testing distributional assumptions : a GMM approach
Bontemps, Christian; Meddahi, Nour - In: Journal of applied econometrics 27 (2012) 6, pp. 978-1012
Persistent link: https://www.econbiz.de/10010219746