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~isPartOf:"Journal of econometrics"
~person:"Meddahi, Nour"
~subject:"Ausreißer"
~subject:"Prognoseverfahren"
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Growing Wealth with Fixed-Mix...
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Ausreißer
Prognoseverfahren
Volatility
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Volatilität
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Kapitaleinkommen
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Estimation theory
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Meddahi, Nour
Bollerslev, Tim
6
Patton, Andrew J.
6
Andersen, Torben
3
Ghysels, Eric
3
Hallin, Marc
3
Kim, Donggyu
3
Zhou, Hao
3
Barigozzi, Matteo
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Fan, Jianqing
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Carriero, Andrea
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Chan, Joshua C. C.
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Journal of econometrics
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
IDEI working papers
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International economic review
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ECONIS (ZBW)
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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
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2
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
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