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Garcia, René
25
Meddahi, Nour
16
Renault, Eric
6
Bonomo, Marco
4
Gonçalves, Sílvia
4
Luger, Richard
4
Detemple, Jérôme
3
Rindisbacher, Marcel
3
Andersen, Torben G.
2
Bollerslev, Tim
2
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2
Chabi-Yo, Fousseni
2
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2
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2
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andersen, torben g.
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Journal of econometrics
11
The review of financial studies
6
Journal of applied econometrics
4
The Canadian journal of economics
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of banking & finance
2
L' Actualité économique : revue trimest.
2
Econometric reviews
1
Economic inquiry : journal of the Western Economic Association International
1
Economics letters
1
Finance and stochastics
1
International economic review
1
Journal of international money and finance
1
Numéro spécial sur l'économie du développement
1
Review of derivatives research
1
Revue d'économie politique
1
The econometrics journal
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The review of economics and statistics
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OLC EcoSci
ECONIS (ZBW)
177
RePEc
127
EconStor
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USB Cologne (EcoSocSci)
1
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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
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2
Generalized Disappointment Aversion, Long-run Volatility Risk, and Asset Prices
Bonomo, Marco
;
Garcia, René
;
Meddahi, Nour
;
Tédongap, …
- In:
The review of financial studies
24
(
2010
)
1
,
pp. 82-82
Persistent link: https://www.econbiz.de/10008762314
Saved in:
3
Modèles d'évaluation des actifs financiers dans les marchés boursiers en émergence : identification des facteurs de risque et tests de changement structurel
Garcia, René
- In:
L' Actualité économique : revue trimest.
74
(
1998
)
3
,
pp. 467-484
Persistent link: https://www.econbiz.de/10009899012
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4
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
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5
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
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6
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
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7
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
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8
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
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9
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
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10
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
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