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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
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A theoretical comparison between integrated and realized volatilities
Meddahi, Nour - 2001
Persistent link: https://www.econbiz.de/10001649040
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An eigenfunction approach for volatility modeling
Meddahi, Nour - 2001
Persistent link: https://www.econbiz.de/10001649054
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ARMA representation of integrated and realized variances
Meddahi, Nour (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947560
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Garch and irregularly spaced data
Meddahi, Nour (contributor); Renault, Eric (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001774184
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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
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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
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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
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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
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Testing normality : a GMM approach
Bontemps, Christian (contributor); Meddahi, Nour (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947268