Access Statistics for Nour Meddahi

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Distributional Approach to Realized Volatility 0 0 0 7 1 3 3 58
A Theoretical Comparison Between Integrated and Realized Volatilies 0 0 0 0 2 3 3 165
A Theoretical Comparison Between Integrated and Realized Volatilies 0 0 0 64 1 1 4 287
A Theoretical Comparison Between Integrated and Realized Volatilities 0 1 1 153 2 3 5 527
ARMA REPRESENTATION OF INTEGRATED AND REALIZED VARIANCES 0 0 0 19 1 1 1 201
ARMA Representation of Integrated and Realized Variances 0 0 0 54 1 2 2 194
ARMA Representation of Integrated and Realized Variances 1 1 1 134 2 2 2 692
ARMA Representation of Two-Factor Models 0 0 0 297 1 1 1 1,061
Aggregations and Marginalization of GARCH and Stochastic Volatility Models 0 0 0 207 1 2 3 604
Aggregations and Marginalization of Garch and Stochastic Volatility Models 0 0 0 0 0 1 1 449
An Eigenfunction Approach for Volatility Modeling 0 0 0 260 0 0 2 768
An Eigenfunction Approach for Volatility Modeling 0 0 0 311 0 0 0 1,372
An Eigenfunction Approach for Volatility Modeling 0 0 0 1 0 0 1 275
Analytic Evaluation of Volatility Forecasts 0 0 0 815 0 0 3 1,880
Bootstrap inference for pre-averaged realized volatility based on non-overlapping returns 0 0 0 53 0 2 4 111
Bootstrapping pre-averaged realized volatility under market microstructure noise 0 0 1 57 0 1 6 164
Bootstrapping realized multivariate volatility measures 0 0 0 6 0 0 0 62
CORRECTING THE ERRORS: A NOTE ON VOLATILITY FORECAST EVALUATION BASED ON HIGH-FREQUENCY DATA AND REALIZED VOLATILITIES 0 0 1 119 1 1 7 445
Correcting the Errors: A Note on Volatility Forecast Evaluation Based on High-Frequency Data and Realized Volatilities 0 0 0 421 1 1 2 951
Correcting the Errors: A Note on Volatility Forecast Evaluation Based on High-Frequency Data and Realized Volatilities 0 0 0 171 0 1 1 491
Expected Value Models: A New Approach 0 0 0 1 0 0 0 2,351
GARCH and Irregularly Spaced Data 0 0 0 1 1 1 1 26
Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices 0 0 0 27 1 2 4 107
Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices 0 0 1 88 1 1 2 253
Quadratic M-Estimators for ARCH-Type Processes 0 0 0 38 0 0 1 255
Quadratic M-Estimators for ARCH-Type Processes 0 0 0 209 1 3 4 948
TESTING NORMALITY: A GMM APPROACH 0 0 0 64 1 1 2 338
Temporal Aggregation of Volatility Models 0 0 0 133 0 0 1 290
Temporal Aggregation of Volatility Models 0 0 0 428 0 0 3 1,339
Testing Distributional Assumptions: A GMM Approach 0 0 0 0 1 1 1 295
Testing Distributional Assumptions: A GMM Approach 0 0 0 114 1 1 4 426
Testing Normality: A GMM Approach 0 0 0 183 1 1 1 699
Testing Normality: A GMM Approach 0 0 0 309 1 1 2 1,587
The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation 0 0 0 97 1 3 4 395
Volatility Forecasting when the Noise Variance Is Time-Varying 0 0 0 13 0 1 1 58
Total Working Papers 1 2 5 4,854 24 41 82 20,124


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A theoretical comparison between integrated and realized volatility 0 0 0 653 0 1 6 1,543
ANALYTICAL EVALUATION OF VOLATILITY FORECASTS 0 0 0 360 2 2 7 999
ARMA representation of integrated and realized variances 0 0 0 43 0 0 0 299
Bootstrap Inference for Pre-averaged Realized Volatility based on Nonoverlapping Returns 0 0 0 8 0 0 2 58
Bootstrapping Realized Volatility 1 1 3 160 3 3 9 470
Bootstrapping realized multivariate volatility measures 0 0 2 43 0 0 3 160
Box-Cox transforms for realized volatility 0 1 2 61 0 2 8 263
Comment 0 0 0 4 0 0 0 36
Correcting the Errors: Volatility Forecast Evaluation Using High-Frequency Data and Realized Volatilities 0 0 3 231 0 0 6 678
Edgeworth Corrections for Realized Volatility 0 0 0 21 0 1 2 84
GARCH and irregularly spaced data 0 0 0 43 0 0 1 130
Generalized Disappointment Aversion, Long-run Volatility Risk, and Asset Prices 0 0 1 34 0 1 5 114
Jean-Jacques Laffont et l'économie appliquée 0 0 0 13 0 0 0 49
Realized Volatility 0 0 0 44 0 1 1 124
Realized volatility forecasting and market microstructure noise 1 1 4 139 1 1 16 530
Temporal aggregation of volatility models 0 0 0 76 0 2 4 294
Testing distributional assumptions: A GMM aproach 0 0 0 0 0 0 1 79
Testing normality: a GMM approach 1 1 3 83 2 2 8 328
The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation 0 1 1 36 1 2 3 113
The long and the short of the risk-return trade-off 0 0 0 14 0 0 2 106
Total Journal Articles 3 5 19 2,066 9 18 84 6,457


Statistics updated 2025-03-03