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Browsing by Author « Meddahi, Nour »

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Showing results 1 to 11 of 11
Analytic Evaluation of Volatility Forecasts
Andersen, Torben G.; Bollerslev, Tim; Meddahi, Nour
Issue Date : 2002-12

ARMA Representation of Integrated and Realized Variances
Meddahi, Nour
Issue Date : 2002-12

ARMA Representation of Two-Factor Models
Meddahi, Nour
Issue Date : 2002-12

Correcting the Errors: A Note on Volatility Forecast Evaluation Based on High-Frequency Data and Realized Volatilities
Andersen, Torben G.; Bollerslev, Tim; Meddahi, Nour
Issue Date : 2002-12

An eigefunction approach for volantility modeling
Meddahi, Nour
Issue Date : 2001

An Eigenfunction Approach for Volatility Modeling
Meddahi, Nour
Issue Date : 2001-10

Quadratic M-Estimators for ARCH-Type Processes
Meddahi, Nour; Renault, Éric
Issue Date : 1998-01

Temporal Aggregation of Volatility Models
Meddahi, Nour; Renault, Éric
Issue Date : 2000-07

Testing Normality: A GMM Approach
Bontemps, Christian; Meddahi, Nour
Issue Date : 2002-07

A Theoretical Comparison Between Integrated and Realized Volatilities
Meddahi, Nour
Issue Date : 2001-12

A theoretical comparison between integrated and realized volatilities
Meddahi, Nour
Issue Date : 2001

Showing results 1 to 11 of 11

 

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