Nour Meddahi

Available identifiers

zbMath Open meddahi.nourMaRDI QIDQ261888

List of research outcomes

Publication	Date of Publication	Type
Volatility regressions with fat tails	2021-02-09	Paper
High-dimensional multivariate realized volatility estimation	2019-09-02	Paper
Bootstrapping high-frequency jump tests	2019-08-27	Paper
Bootstrapping pre-averaged realized volatility under market microstructure noise	2017-09-15	Paper
Bootstrapping realized multivariate volatility measures	2017-05-12	Paper
Realized volatility forecasting and market microstructure noise	2016-08-10	Paper
Box-Cox transforms for realized volatility	2016-08-10	Paper
Testing normality: a GMM approach	2016-03-24	Paper
The long and the short of the risk-return trade-off	2015-06-08	Paper
Temporal aggregation of volatility models	2014-03-07	Paper
GARCH and irregularly spaced data	2013-01-07	Paper
Bootstrapping Realized Volatility	2009-05-18	Paper
Edgeworth Corrections for Realized Volatility	2008-11-19	Paper
Correcting the Errors: Volatility Forecast Evaluation Using High-Frequency Data and Realized Volatilities	2006-10-24	Paper
ARMA representation of integrated and realized variances	2004-03-17	Paper

Research outcomes over time

This page was built for person: Nour Meddahi