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Theory
Volatility
43
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38
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28
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24
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22
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Meddahi, Nour
28
Gonçalves, Sílvia
13
Hounyo, Ulrich
10
Dovonon, Prosper
5
Andersen, Torben
3
Bollerslev, Tim
3
Renault, Eric
3
Bontemps, Christian
2
Werker, Bas J. M.
2
Bonomo, Marco Antonio
1
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1
Garcia, René
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3
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2
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2
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2
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ECONIS (ZBW)
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1
A theoretical comparison between integrated and realized volatilities
Meddahi, Nour
-
2001
Persistent link: https://www.econbiz.de/10001649040
Saved in:
2
An eigenfunction approach for volatility modeling
Meddahi, Nour
-
2001
Persistent link: https://www.econbiz.de/10001649054
Saved in:
3
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/10001831259
Saved in:
4
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:
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
Correcting the errors : a note on volatility forecast evaluation based on high-frequency data and realized volatilities
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947554
Saved in:
7
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:
8
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:
9
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:
10
GARCH and irregularly spaced data
Meddahi, Nour
;
Renault, Eric
;
Werker, Bas J. M.
- In:
Economics letters
90
(
2006
)
2
,
pp. 200-204
Persistent link: https://www.econbiz.de/10003275843
Saved in:
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