E-LIB Suche - Ergebnisse für: Meddahi, Nour

1

How the COVID-19 Crisis is Impacting Postal Markets? A New ..:

, In: Postal Strategies; Topics in Regulatory Economics and Policy,

Arlandis, Antonin ; Cazals, Catherine ; Gautier, Eric. - p. 301-311 , 2023

Link: https://doi.org/10.1007/..

2

Volatility regressions with fat tails:

Kim, Jihyun ; Meddahi, Nour
Journal of Econometrics. 218 (2020) 2 - p. 690-713 , 2020

Link: https://doi.org/10.1016/..

3

High-dimensional multivariate realized volatility estimatio:

Bollerslev, Tim ; Meddahi, Nour ; Nyawa, Serge
Journal of Econometrics. 212 (2019) 1 - p. 116-136 , 2019

Link: https://doi.org/10.1016/..

4

Prime de risque et prix du risque sur les actions:

GARCIA, René ; MEDDAHI, Nour
Revue d'économie financière. , 2019

Link: https://www.jstor.org/st..

5

Bootstrapping High-Frequency Jump Tests:

Dovonon, Prosper ; Gonçalves, Sílvia ; Hounyo, Ulrich.
Journal of the American Statistical Association. 114 (2018) 526 - p. 793-803 , 2018

Link: https://doi.org/10.1080/..

6

BOOTSTRAPPING PRE-AVERAGED REALIZED VOLATILITY UNDER MARKET..:

Hounyo, Ulrich ; Gonçalves, Sílvia ; Meddahi, Nour
Econometric Theory. 33 (2017) 4 - p. 791-838 , 2017

Link: https://www.jstor.org/st..

7

BOOTSTRAPPING PRE-AVERAGED REALIZED VOLATILITY UNDER MARKET..:

Hounyo, Ulrich ; Gonçalves, Sílvia ; Meddahi, Nour
Econometric Theory. 33 (2016) 4 - p. 791-838 , 2016

Link: https://doi.org/10.1017/..

8

The long and the short of the risk-return trade-off:

Bonomo, Marco ; Garcia, René ; Meddahi, Nour.
Journal of Econometrics. 187 (2015) 2 - p. 580-592 , 2015

Link: https://doi.org/10.1016/..

9

The Economic Value of Realized Volatility: Using High-Frequ..:

Christoffersen, Peter ; Feunou, Bruno ; Jacobs, Kris.
The Journal of Financial and Quantitative Analysis. 49 (2014) 3 - p. 663-697 , 2014

Link: https://www.jstor.org/st..

10

The Economic Value of Realized Volatility: Using High-Frequ..:

Christoffersen, Peter ; Feunou, Bruno ; Jacobs, Kris.
Journal of Financial and Quantitative Analysis. 49 (2014) 3 - p. 663-697 , 2014

Link: https://doi.org/10.1017/..

11

Bootstrapping realized multivariate volatility measures:

Dovonon, Prosper ; Gonçalves, Sílvia ; Meddahi, Nour
Journal of Econometrics. 172 (2013) 1 - p. 49-65 , 2013

Link: https://doi.org/10.1016/..

12

Generalized Disappointment Aversion, Long-run Volatility Ri..:

Bonomo, Marco ; Garcia, René ; Meddahi, Nour.
The Review of Financial Studies. 24 (2011) 1 - p. 82-122 , 2011

Link: https://www.jstor.org/st..

13

Realized Volatility:

Meddahi, Nour ; Mykland, Per ; Shephard, Neil
Journal of Econometrics. 160 (2011) 1 - p. 1 , 2011

Link: https://doi.org/10.1016/..

14

Box–Cox transforms for realized volatility:

Gonçalves, Sílvia ; Meddahi, Nour
Journal of Econometrics. 160 (2011) 1 - p. 129-144 , 2011

Link: https://doi.org/10.1016/..

15

Testing distributional assumptions: A GMM aproach:

Bontemps, Christian ; Meddahi, Nour
Journal of Applied Econometrics. 27 (2011) 6 - p. 978-1012 , 2011

Link: https://doi.org/10.1002/..