The following pages link to Nour Meddahi (Q261888):
Displaying 15 items.
- Testing normality: a GMM approach (Q261889) (← links)
- Bootstrapping realized multivariate volatility measures (Q528117) (← links)
- Box-Cox transforms for realized volatility (Q737272) (← links)
- Realized volatility forecasting and market microstructure noise (Q737278) (← links)
- GARCH and irregularly spaced data (Q1929030) (← links)
- Volatility regressions with fat tails (Q2227065) (← links)
- High-dimensional multivariate realized volatility estimation (Q2323370) (← links)
- The long and the short of the risk-return trade-off (Q2347734) (← links)
- Temporal aggregation of volatility models (Q2439047) (← links)
- Edgeworth Corrections for Realized Volatility (Q3539869) (← links)
- Bootstrapping Realized Volatility (Q3627284) (← links)
- ARMA representation of integrated and realized variances (Q4458360) (← links)
- Bootstrapping High-Frequency Jump Tests (Q5231507) (← links)
- BOOTSTRAPPING PRE-AVERAGED REALIZED VOLATILITY UNDER MARKET MICROSTRUCTURE NOISE (Q5357388) (← links)
- Correcting the Errors: Volatility Forecast Evaluation Using High-Frequency Data and Realized Volatilities (Q5393915) (← links)
