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Conference on Realized Volatility <2006, Montréal>
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Journal of econometrics
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Option valuation with conditional skewness
Christoffersen, Peter
;
Heston, Steve
;
Jacobs, Kris
- In:
Journal of econometrics
131
(
2006
)
1
,
pp. 253-284
Persistent link: https://www.econbiz.de/10006747792
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2
Option valuation with conditional skewness
Christoffersen, Peter F.
;
Heston, Steven L.
;
Jacobs, Kris
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 253-284
Persistent link: https://www.econbiz.de/10003298580
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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