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~isPartOf:"Applied economics letters"
~isPartOf:"Economics letters"
~isPartOf:"Journal of econometrics"
~language:"eng"
~person:"Meddahi, Nour"
~subject:"Volatility"
~subject:"Wirtschaftswachstum"
~type_genre:"Article in journal"
~type_genre:"Article"
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Volatility
Wirtschaftswachstum
Volatilität
9
Capital income
5
Kapitaleinkommen
5
ARCH model
3
ARCH-Modell
3
Estimation theory
3
Schätztheorie
3
Statistical distribution
3
Statistische Verteilung
3
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3
Theory
3
Time series analysis
3
Zeitreihenanalyse
3
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2
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Marktmikrostruktur
2
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2
Messung
2
Noise Trading
2
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2
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1
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Forecasting model
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1
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8
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Meddahi, Nour
Bollerslev, Tim
20
Todorov, Viktor
17
Tauchen, George Eugene
15
Gupta, Rangan
13
Andersen, Torben
11
Aït-Sahalia, Yacine
11
McAleer, Michael
10
Bhaskara Rao, Buddhavarapu
8
Patton, Andrew J.
8
Xiu, Dacheng
8
Li, Jia
7
Mykland, Per A.
7
Shin, Dong-wan
7
Cavaliere, Giuseppe
6
Ghysels, Eric
6
Grobys, Klaus
6
Kim, Donggyu
6
Renò, Roberto
6
Shephard, Neil G.
6
Afonso, Oscar
5
Apergēs, Nikolaos
5
Asai, Manabu
5
Demirer, Rıza
5
Gallant, A. Ronald
5
Gouriéroux, Christian
5
Hallin, Marc
5
Huang, Ho-chuan
5
Li, Yingying
5
Park, Joon Y.
5
Pradhan, Rudra Prakash
5
Renault, Eric
5
Sosvilla-Rivero, Simón
5
Spagnolo, Nicola
5
Taylor, Robert
5
Zhou, Hao
5
Österholm, Pär
5
Barigozzi, Matteo
4
Boswijk, Herman Peter
4
Cebula, Richard J.
4
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Conference on Realized Volatility <2006, Montréal>
1
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Applied economics letters
Economics letters
Journal of econometrics
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Econometric reviews
1
Econometric theory
1
International economic review
1
Journal of applied econometrics
1
Journal of financial and quantitative analysis : JFQA
1
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The review of financial studies
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ECONIS (ZBW)
9
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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
Realized volatility
Meddahi, Nour
;
Mykland, Per A.
;
Shephard, Neil G.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 1
Persistent link: https://www.econbiz.de/10009242567
Saved in:
6
Realized volatility forecasting and market microstructure noise
Andersen, Torben
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 220-234
Persistent link: https://www.econbiz.de/10009242523
Saved in:
7
Realized volatility : [most of the papers ... were presented at the CIRANO/CIREQ Conference on "Realized volatility", April 2006]
Meddahi, Nour
(
contributor
);
Mykland, Per A.
(
contributor
); …
-
2010
Persistent link: https://www.econbiz.de/10009244600
Saved in:
8
GARCH and irregularly spaced data
Meddahi, Nour
;
Renault, Eric
;
Werker, Bas J. M.
- In:
Economics letters
90
(
2006
)
2
,
pp. 200-204
Persistent link: https://www.econbiz.de/10003275843
Saved in:
9
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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