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ARMA representation of integra...
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Volatility
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Meddahi, Nour
58
Gonçalves, Sílvia
14
Hounyo, Ulrich
10
Bollerslev, Tim
7
Dovonon, Prosper
6
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ECONIS (ZBW)
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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
Saved in:
2
A theoretical comparison between integrated and realized volatilities
Meddahi, Nour
-
2001
Persistent link: https://www.econbiz.de/10001649040
Saved in:
3
An eigenfunction approach for volatility modeling
Meddahi, Nour
-
2001
Persistent link: https://www.econbiz.de/10001649054
Saved in:
4
ARMA representation of integrated and realized variances
Meddahi, Nour
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947560
Saved in:
5
Garch and irregularly spaced data
Meddahi, Nour
(
contributor
);
Renault, Eric
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001774184
Saved in:
6
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:
7
Correcting the errors : volatility forecast evaluation using high-frequency data and realized volatilities
Andersen, Torben
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
1
,
pp. 279-296
Persistent link: https://www.econbiz.de/10002568170
Saved in:
8
Analytical evaluation of volatility forecasts
Andersen, Torben
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
International economic review
45
(
2004
)
4
,
pp. 1079-1110
Persistent link: https://www.econbiz.de/10002427616
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
Testing normality : a GMM approach
Bontemps, Christian
(
contributor
);
Meddahi, Nour
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947268
Saved in:
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