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~isPartOf:"Journal of econometrics"
~person:"Meddahi, Nour"
~subject:"Prognoseverfahren"
~subject:"Statistische Verteilung"
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Prognoseverfahren
Statistische Verteilung
Volatility
8
Volatilität
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Meddahi, Nour
Bollerslev, Tim
8
Patton, Andrew J.
5
Todorov, Viktor
4
Andersen, Torben
3
Ghysels, Eric
3
Hallin, Marc
3
Kim, Donggyu
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Swanson, Norman R.
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Zhou, Hao
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Barigozzi, Matteo
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Polak, Pawel
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Renò, Roberto
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Valkanov, Rossen I.
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Xiu, Dacheng
2
Zakoïan, Jean-Michel
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Aguilar, Mike
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Asai, Manabu
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Augustyniak, Maciej
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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
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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
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:
3
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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