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Meddahi, Nour
17
Gonçalves, Sílvia
4
Garcia, René
3
Andersen, Torben G.
2
Bollerslev, Tim
2
Bonomo, Marco
2
Bontemps, Christian
2
Renault, Eric
2
Tédongap, Roméo
2
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1
Gasmi, Farid
1
Mykland, Per
1
Shephard, Neil
1
Vuong, Quang H.
1
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andersen, torben g.
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Journal of econometrics
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
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2
The review of financial studies
2
Econometric reviews
1
Economics letters
1
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1
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1
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1
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OLC EcoSci
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49
EconStor
3
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1
GARCH and irregularly spaced data
Meddahi, Nour
;
Renault, Eric
;
Werker, Bas
- In:
Economics letters
90
(
2006
)
2
,
pp. 200-204
Persistent link: https://www.econbiz.de/10006748329
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
Correcting the Errors: Volatility Forecast Evaluation Using High-Frequency Data and Realized Volatilities
Andersen, Torben G.
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
1
,
pp. 279-296
Persistent link: https://www.econbiz.de/10006749160
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
ANALYTICAL EVALUATION OF VOLATILITY FORECASTS
andersen, torben g.
;
bollerslev, tim
;
meddahi, nour
- In:
International economic review
45
(
2004
)
4
,
pp. 1079-1110
Persistent link: https://www.econbiz.de/10006020291
Saved in:
6
Cursus, carrière, honneurs et bibliographie - The applied side of Jean-Jacques Laffont's economics
Gasmi, Farid
;
Meddahi, Nour
;
Vuong, Quang H.
- In:
Revue d'économie politique
115
(
2005
)
3
,
pp. 309-336
Persistent link: https://www.econbiz.de/10007953886
Saved in:
7
The 2005 Invited Address - Comment - Realized Variance and Market Microstructure Noise
Garcia, René
;
Meddahi, Nour
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
2
,
pp. 184-191
Persistent link: https://www.econbiz.de/10008222687
Saved in:
8
Generalized Disappointment Aversion, Long-run Volatility Risk, and Asset Prices
Bonomo, Marco
;
Garcia, René
;
Meddahi, Nour
;
Tédongap, …
- In:
The review of financial studies
24
(
2013
)
1
,
pp. 82-81
Persistent link: https://www.econbiz.de/10010113712
Saved in:
9
ARMA representation of integrated and realized variances
Meddahi, Nour
- In:
The econometrics journal
6
(
2003
)
2
,
pp. 335-356
Persistent link: https://www.econbiz.de/10007458520
Saved in:
10
Bootstrapping Realized Volatility
Gonçalves, Sílvia
;
Meddahi, Nour
- In:
Econometrica : journal of the Econometric Society, an …
77
(
2009
)
1
,
pp. 283-306
Persistent link: https://www.econbiz.de/10008160086
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