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Browsing by Author « Meddahi, Nour »
Showing results 1 to 11 of 11
| Analytic Evaluation of Volatility Forecasts | | Andersen, Torben G.; Bollerslev, Tim; Meddahi, Nour | | Issue Date : 2002-12 |
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| ARMA Representation of Integrated and Realized Variances | | Meddahi, Nour | | Issue Date : 2002-12 |
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| ARMA Representation of Two-Factor Models | | Meddahi, Nour | | Issue Date : 2002-12 |
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| 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 |
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| An eigefunction approach for volantility modeling | | Meddahi, Nour | | Issue Date : 2001 |
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| An Eigenfunction Approach for Volatility Modeling | | Meddahi, Nour | | Issue Date : 2001-10 |
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| Quadratic M-Estimators for ARCH-Type Processes | | Meddahi, Nour; Renault, Éric | | Issue Date : 1998-01 |
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| Temporal Aggregation of Volatility Models | | Meddahi, Nour; Renault, Éric | | Issue Date : 2000-07 |
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| Testing Normality: A GMM Approach | | Bontemps, Christian; Meddahi, Nour | | Issue Date : 2002-07 |
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| A Theoretical Comparison Between Integrated and Realized Volatilities | | Meddahi, Nour | | Issue Date : 2001-12 |
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| A theoretical comparison between integrated and realized volatilities | | Meddahi, Nour | | Issue Date : 2001 |
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Showing results 1 to 11 of 11
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