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~subject:"Volatility"
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Volatility
Theorie
99
Theory
99
Volatilität
54
Capital income
46
Kapitaleinkommen
46
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31
Estimation
24
Schätzung
24
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realized volatility
13
ARCH model
12
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Econometric and statistical methods
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Free
26
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English
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Meddahi, Nour
38
Garcia, René
18
Gonçalves, Sílvia
14
Hounyo, Ulrich
10
Renault, Eric
10
Bollerslev, Tim
5
Dovonon, Prosper
5
Andersen, Torben
4
Jacobs, Kris
4
Christoffersen, Peter F.
3
Dufour, Jean-Marie
3
Feunou, Bruno
3
Taamouti, Abderrahim
3
Werker, Bas J. M.
3
Almeida, Caio
2
Ardison, Kym
2
Bonomo, Marco Antonio
2
Chaker, Selma
2
Ghysels, Eric
2
Gungor, Sermin
2
Kim, Jihyun
2
Mantilla-Garcia, Daniel
2
Martellini, Lionel
2
Mykland, Per A.
2
Shephard, Neil G.
2
Tédongap, Roméo
2
Chabi-Yo, Fousseni
1
Diebhold, Francis X.
1
Fontaine, Jean-Sebastien
1
Fontaine, Jean-Sébastien
1
Gonc̜alves, Sílva
1
Lewis, Marc-André
1
Nyawa, Serge
1
Orłowski, Piotr
1
Pastorello, Sergio
1
Rodrigues, Paulo M. M.
1
Vicente, José Valentim Machado
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Center for Economic Research <Tilburg>
1
Conference on Realized Volatility <2006, Montréal>
1
Université de Montréal / Département de sciences économiques
1
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Journal of econometrics
9
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4
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3
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3
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2
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
AFA 2013 San Diego Meetings Paper
1
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1
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1
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1
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1
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1
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1
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1
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1
Journal of applied econometrics
1
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1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
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1
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1
The review of financial studies
1
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1
Working paper / Bank of Canada
1
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ECONIS (ZBW)
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Generalized disappointment aversion, long-run volatility risk and asset prices
Bonomo, Marco Antonio
;
Garcia, René
;
Meddahi, Nour
; …
-
2010
Persistent link: https://www.econbiz.de/10008749056
Saved in:
2
Generalized disappointment aversion, long-run volatility risk, and asset prices
Bonomo, Marco Antonio
;
Garcia, René
;
Meddahi, Nour
; …
- In:
The review of financial studies
24
(
2011
)
1
,
pp. 82-122
Persistent link: https://www.econbiz.de/10008909444
Saved in:
3
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:
4
A theoretical comparison between integrated and realized volatilities
Meddahi, Nour
-
2001
Persistent link: https://www.econbiz.de/10001649040
Saved in:
5
An eigenfunction approach for volatility modeling
Meddahi, Nour
-
2001
Persistent link: https://www.econbiz.de/10001649054
Saved in:
6
Garch and irregularly spaced data
Meddahi, Nour
(
contributor
);
Renault, Eric
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001774184
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
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
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