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isPartOf:"Journal of econometrics"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~person:"Meddahi, Nour"
~subject:"ARCH-Modell"
~subject:"Estimation theory"
~subject:"Statistische Verteilung"
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Search: subject_exact:"Volatility"
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ARCH-Modell
Estimation theory
Statistische Verteilung
Volatility
8
Volatilität
8
Capital income
4
Kapitaleinkommen
4
Schätztheorie
3
ARCH model
2
Market microstructure
2
Marktmikrostruktur
2
Measurement
2
Messung
2
Noise Trading
2
Noise trading
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Statistical distribution
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Theorie
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Theory
2
Time series analysis
2
Zeitreihenanalyse
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Aggregation
1
Ausreißer
1
Autoregression
1
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1
Bootstrap-Verfahren
1
Estimation
1
Fat tails
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Forecasting model
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High-dimensional estimation
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High-frequency data
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Microstructure noise
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Multivariate Analyse
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Multivariate analysis
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Outliers
1
Prognoseverfahren
1
Random limits
1
Realized covolatility matrix
1
Regression analysis
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Meddahi, Nour
Todorov, Viktor
12
Bollerslev, Tim
9
Andersen, Torben
7
Tauchen, George Eugene
7
Li, Jia
6
Kim, Donggyu
5
Li, Yingying
5
Xiu, Dacheng
5
Aït-Sahalia, Yacine
4
Francq, Christian
4
Mykland, Per A.
4
Patton, Andrew J.
4
Zakoïan, Jean-Michel
4
Barigozzi, Matteo
3
Gonçalves, Sílvia
3
Gouriéroux, Christian
3
Hallin, Marc
3
Jasiak, Joann
3
Linton, Oliver
3
McAleer, Michael
3
Paolella, Marc S.
3
Park, Joon Y.
3
Swanson, Norman R.
3
Varneskov, Rasmus Tangsgaard
3
Wang, Yazhen
3
Zhang, Lan
3
Zhu, Ke
3
Amengual, Dante
2
Andreou, Elena
2
Bandi, Federico M.
2
Boughrara, Adel
2
Bouri, Elie
2
Caporin, Massimiliano
2
Chang, Chia-Lin
2
Clinet, Simon
2
Corradi, Valentina
2
Dalderop, Jeroen
2
Fan, Jianqing
2
Gallant, A. Ronald
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Journal of econometrics
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Discussion paper / Center for Economic Research, Tilburg University
1
Economics letters
1
Staff working paper / Bank of Canada
1
Working papers / TSE : WP
1
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ECONIS (ZBW)
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1
Volatility regressions with fat tails
Kim, Jihyun
;
Meddahi, Nour
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 690-713
Persistent link: https://www.econbiz.de/10012483177
Saved in:
2
High-dimensional multivariate realized volatility estimation
Bollerslev, Tim
;
Meddahi, Nour
;
Nyawa, Serge
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 116-136
Persistent link: https://www.econbiz.de/10012303903
Saved in:
3
Bootstrapping realized multivariate volatility measures
Dovonon, Prosper
;
Gonçalves, Sílvia
;
Meddahi, Nour
- In:
Journal of econometrics
172
(
2013
)
1
,
pp. 49-65
Persistent link: https://www.econbiz.de/10009702319
Saved in:
4
Box-Cox transforms for realized volatility
Gonçalves, Sílvia
;
Meddahi, Nour
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 129-144
Persistent link: https://www.econbiz.de/10009242530
Saved in:
5
Temporal aggregation of volatility models
Meddahi, Nour
;
Renault, Eric
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 355-379
Persistent link: https://www.econbiz.de/10001956326
Saved in:
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