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~isPartOf:"Journal of econometrics"
~person:"Meddahi, Nour"
~subject:"Multivariate Analyse"
~subject:"Prognoseverfahren"
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Multivariate Analyse
Prognoseverfahren
Volatility
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Meddahi, Nour
Patton, Andrew J.
6
Bollerslev, Tim
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Andersen, Torben
3
Ghysels, Eric
3
Hallin, Marc
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Kim, Donggyu
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Zhou, Hao
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Asai, Manabu
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Journal of econometrics
Cahier / Départment de Sciences Économiques, Université de Montréal
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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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
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
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