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 0 0 4 59
A Theoretical Comparison Between Integrated and Realized Volatilies 0 0 0 0 0 1 4 166
A Theoretical Comparison Between Integrated and Realized Volatilies 0 0 0 64 0 0 3 287
A Theoretical Comparison Between Integrated and Realized Volatilities 0 0 1 153 1 1 5 528
ARMA REPRESENTATION OF INTEGRATED AND REALIZED VARIANCES 0 0 0 19 0 0 2 202
ARMA Representation of Integrated and Realized Variances 0 0 1 134 0 0 2 692
ARMA Representation of Integrated and Realized Variances 0 0 0 54 0 0 2 194
ARMA Representation of Two-Factor Models 0 0 0 297 0 1 3 1,063
Aggregations and Marginalization of GARCH and Stochastic Volatility Models 0 0 0 207 0 0 2 604
Aggregations and Marginalization of Garch and Stochastic Volatility Models 0 0 0 0 0 1 2 450
An Eigenfunction Approach for Volatility Modeling 0 0 0 1 0 1 1 276
An Eigenfunction Approach for Volatility Modeling 0 0 0 260 1 1 1 769
An Eigenfunction Approach for Volatility Modeling 0 0 0 311 2 2 2 1,374
Analytic Evaluation of Volatility Forecasts 0 0 0 815 0 0 3 1,881
Bootstrap inference for pre-averaged realized volatility based on non-overlapping returns 0 0 0 53 1 2 4 113
Bootstrapping pre-averaged realized volatility under market microstructure noise 0 0 2 58 0 0 4 165
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 0 119 1 1 2 446
Correcting the Errors: A Note on Volatility Forecast Evaluation Based on High-Frequency Data and Realized Volatilities 0 0 0 421 0 1 2 952
Correcting the Errors: A Note on Volatility Forecast Evaluation Based on High-Frequency Data and Realized Volatilities 0 0 0 171 0 0 1 491
Expected Value Models: A New Approach 0 0 0 1 0 1 1 2,352
GARCH and Irregularly Spaced Data 0 0 0 1 0 0 1 26
Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices 0 0 0 27 0 0 2 107
Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices 0 0 0 88 0 1 2 254
Quadratic M-Estimators for ARCH-Type Processes 0 0 0 209 1 1 5 949
Quadratic M-Estimators for ARCH-Type Processes 0 0 0 38 0 0 1 255
TESTING NORMALITY: A GMM APPROACH 0 0 0 64 0 0 1 338
Temporal Aggregation of Volatility Models 0 0 0 428 0 1 3 1,340
Temporal Aggregation of Volatility Models 0 0 0 133 1 1 1 291
Testing Distributional Assumptions: A GMM Approach 0 0 0 0 0 0 2 296
Testing Distributional Assumptions: A GMM Approach 0 0 0 114 0 1 4 427
Testing Normality: A GMM Approach 0 0 0 183 1 1 2 700
Testing Normality: A GMM Approach 0 0 0 309 0 0 2 1,587
The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation 0 2 2 99 1 5 9 400
Volatility Forecasting when the Noise Variance Is Time-Varying 0 0 0 13 0 0 1 58
Total Working Papers 0 2 6 4,857 10 24 86 20,154


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 1 1 5 1,544
ANALYTICAL EVALUATION OF VOLATILITY FORECASTS 0 0 0 360 1 1 5 1,000
ARMA representation of integrated and realized variances 0 0 0 43 0 0 1 300
Bootstrap Inference for Pre-averaged Realized Volatility based on Nonoverlapping Returns 0 0 0 8 0 0 0 58
Bootstrapping Realized Volatility 0 0 2 160 0 0 8 472
Bootstrapping realized multivariate volatility measures 0 0 1 44 1 3 5 165
Box-Cox transforms for realized volatility 0 0 4 64 0 1 10 268
Comment 0 0 0 4 0 0 0 36
Correcting the Errors: Volatility Forecast Evaluation Using High-Frequency Data and Realized Volatilities 0 0 1 231 0 0 2 679
Edgeworth Corrections for Realized Volatility 0 0 2 23 0 1 4 87
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 0 34 0 0 3 115
Jean-Jacques Laffont et l'économie appliquée 0 0 0 13 0 0 0 49
Realized Volatility 0 0 0 44 0 0 2 125
Realized volatility forecasting and market microstructure noise 0 1 5 141 0 2 10 534
Temporal aggregation of volatility models 0 0 1 77 0 1 4 296
Testing distributional assumptions: A GMM aproach 0 0 0 0 1 1 1 80
Testing normality: a GMM approach 0 0 2 83 2 3 9 334
The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation 0 0 1 36 0 0 5 115
The long and the short of the risk-return trade-off 0 0 0 14 1 3 7 112
Total Journal Articles 0 1 19 2,075 7 17 82 6,499


Statistics updated 2025-09-05