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Volatility
9
Volatilität
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Theorie
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Meddahi, Nour
16
Garcia, René
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Renault, Eric
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Gonçalves, Sílvia
4
Almeida, Caio
3
Bollerslev, Tim
3
Bontemps, Christian
2
Dovonon, Prosper
2
Lewis, Marc-André
2
Luger, Richard
2
Mykland, Per A.
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Pastorello, Sergio
2
Rindisbacher, Marcel
2
Shephard, Neil G.
2
Veredas, David
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Andersen, Torben
1
Andersen, Torben G.
1
Ardison, Kym
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Bonomo, Marco Antonio
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Detemple, Jérôme
1
Detemple, Jérôme B.
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Gençay, Ramazan
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Ghysels, Eric
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Kim, Jihyun
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Conference on Realized Volatility <2006, Montréal>
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Journal of econometrics
CIRANO Working Papers
34
Cahiers de recherche
18
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
Working Papers / Bank of Canada
11
Cahier / Département de Sciences Économiques, Université de Montréal
9
Journal of Econometrics
9
Journal of applied econometrics
9
The review of financial studies
9
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The Canadian journal of economics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Journal of Financial Econometrics
5
Journal of banking & finance
5
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4
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4
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4
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3
Canadian Journal of Economics
3
International economic review
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Journal of international money and finance
3
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3
Review of Financial Studies
3
Revue d'économie politique
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Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
3
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CREATES Research Papers
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CREATES research paper
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Econometric Society 2004 North American Winter Meetings
2
Econometric reviews
2
Econometrica
2
Economic inquiry : journal of the Western Economic Association International
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2
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ECONIS (ZBW)
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OLC EcoSci
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USB Cologne (EcoSocSci)
1
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The long and the short of the risk-return trade-off
Bonomo, Marco Antonio
;
Garcia, René
;
Meddahi, Nour
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 580-592
Persistent link: https://www.econbiz.de/10011499780
Saved in:
2
Testing normality: a GMM approach
Bontemps, Christian
;
Meddahi, Nour
- In:
Journal of econometrics
124
(
2005
)
1
,
pp. 149-186
Persistent link: https://www.econbiz.de/10006749144
Saved in:
3
Temporal aggregation of volatility models
Meddahi, Nour
;
Renault, Eric
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 355-380
Persistent link: https://www.econbiz.de/10006757703
Saved in:
4
Bootstrapping realized multivariate volatility measures
Dovonon, Prosper
;
Gonçalves, Sílvia
;
Meddahi, Nour
- In:
Journal of econometrics
172
(
2013
)
1
,
pp. 49-65
Persistent link: https://www.econbiz.de/10010052630
Saved in:
5
Realized volatility forecasting and market microstructure noise
Andersen, Torben G.
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 220-235
Persistent link: https://www.econbiz.de/10008770542
Saved in:
6
Box–Cox transforms for realized volatility
Gonçalves, Sílvia
;
Meddahi, Nour
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 129-145
Persistent link: https://www.econbiz.de/10008770548
Saved in:
7
Realized Volatility
Meddahi, Nour
;
Mykland, Per
;
Shephard, Neil
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 1-2
Persistent link: https://www.econbiz.de/10008770560
Saved in:
8
Temporal aggregation of volatility models
Meddahi, Nour
;
Renault, Eric
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 355-379
Persistent link: https://www.econbiz.de/10001956326
Saved in:
9
Testing normality : a GMM approach
Bontemps, Christian
;
Meddahi, Nour
- In:
Journal of econometrics
124
(
2005
)
1
,
pp. 149-186
Persistent link: https://www.econbiz.de/10002439479
Saved in:
10
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
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