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Meddahi, N. - Centre Interuniversitaire de Recherche en Économie … - 2001

In this paper, we introduce a new approach for volatility modeling in discrete and continuous time.

Persistent link: https://www.econbiz.de/10005353042

Meddahi, Nour; Renault, Eric; Werker, Bas J. M. - In: Economics letters 90 (2006) 2, pp. 200-204

Persistent link: https://www.econbiz.de/10003275843

Gonçalves, Sílvia; Meddahi, Nour - In: Econometrica : journal of the Econometric Society, an … 77 (2009) 1, pp. 283-306

Persistent link: https://www.econbiz.de/10003866987

Bontemps, Christian (contributor); Meddahi, Nour (contributor) - 2007

Persistent link: https://www.econbiz.de/10003590687

Andersen, Torben; Bollerslev, Tim; Meddahi, Nour - In: Journal of econometrics 160 (2011) 1, pp. 220-234

Persistent link: https://www.econbiz.de/10009242523

Gonçalves, Sílvia; Meddahi, Nour - In: Journal of econometrics 160 (2011) 1, pp. 129-144

Persistent link: https://www.econbiz.de/10009242530

Meddahi, Nour; Mykland, Per A.; Shephard, Neil G. - In: Journal of econometrics 160 (2011) 1, pp. 1

Persistent link: https://www.econbiz.de/10009242567

Meddahi, Nour (contributor); Mykland, Per A. (contributor); … - 2010

Persistent link: https://www.econbiz.de/10009244600

Gonçalves, Sílvia; Hounyo, Ulrich; Meddahi, Nour - In: Journal of financial econometrics : official journal of … 12 (2014) 4, pp. 679-707

Persistent link: https://www.econbiz.de/10010512286

Dovonon, Prosper; Gonçalves, Sílvia; Meddahi, Nour - In: Journal of econometrics 172 (2013) 1, pp. 49-65

Persistent link: https://www.econbiz.de/10009702319