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 1 5 0 0 1 36
A Theoretical Comparison Between Integrated and Realized Volatilies 1 1 2 61 2 4 9 256
A Theoretical Comparison Between Integrated and Realized Volatilies 0 0 0 0 1 3 6 144
A Theoretical Comparison Between Integrated and Realized Volatilities 0 0 0 148 0 1 5 503
ARMA REPRESENTATION OF INTEGRATED AND REALIZED VARIANCES 0 0 0 18 0 0 1 128
ARMA Representation of Integrated and Realized Variances 0 0 0 131 1 2 3 587
ARMA Representation of Integrated and Realized Variances 0 0 0 54 0 0 2 177
ARMA Representation of Two-Factor Models 0 0 0 295 0 0 1 968
Aggregations and Marginalization of GARCH and Stochastic Volatility Models 0 0 0 197 0 1 4 560
Aggregations and Marginalization of Garch and Stochastic Volatility Models 0 0 0 0 0 0 2 437
An Eigenfunction Approach for Volatility Modeling 0 0 0 1 0 1 2 258
An Eigenfunction Approach for Volatility Modeling 0 0 1 305 1 4 7 1,329
An Eigenfunction Approach for Volatility Modeling 0 1 1 250 0 1 4 727
Analytic Evaluation of Volatility Forecasts 1 1 3 811 1 2 5 1,812
Bootstrap inference for pre-averaged realized volatility based on non-overlapping returns 0 0 0 49 0 0 2 91
Bootstrapping pre-averaged realized volatility under market microstructure noise 0 0 1 52 1 3 7 111
Bootstrapping realized multivariate volatility measures 0 0 1 6 0 3 5 41
CORRECTING THE ERRORS: A NOTE ON VOLATILITY FORECAST EVALUATION BASED ON HIGH-FREQUENCY DATA AND REALIZED VOLATILITIES 0 0 0 111 0 2 10 410
Correcting the Errors: A Note on Volatility Forecast Evaluation Based on High-Frequency Data and Realized Volatilities 0 0 1 170 1 2 5 433
Correcting the Errors: A Note on Volatility Forecast Evaluation Based on High-Frequency Data and Realized Volatilities 0 0 0 419 0 1 4 919
Expected Value Models: A New Approach 0 0 0 1 0 0 1 2,333
GARCH and Irregularly Spaced Data 0 0 1 1 0 0 5 17
Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices 0 1 1 86 0 1 3 230
Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices 0 0 1 25 0 0 4 89
Quadratic M-Estimators for ARCH-Type Processes 0 0 0 38 1 1 2 238
Quadratic M-Estimators for ARCH-Type Processes 1 1 1 208 2 3 4 922
TESTING NORMALITY: A GMM APPROACH 0 0 1 60 0 3 10 301
Temporal Aggregation of Volatility Models 0 0 3 425 0 1 4 1,304
Temporal Aggregation of Volatility Models 0 0 0 131 3 3 5 275
Testing Distributional Assumptions: A GMM Approach 0 0 0 0 0 0 7 274
Testing Distributional Assumptions: A GMM Approach 0 0 1 114 0 1 10 401
Testing Normality: A GMM Approach 0 0 0 306 4 9 16 1,561
Testing Normality: A GMM Approach 0 0 0 183 0 2 5 681
The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation 0 1 3 87 3 6 11 334
Volatility Forecasting when the Noise Variance Is Time-Varying 0 0 1 11 0 0 2 41
Total Working Papers 3 6 24 4,759 21 60 174 18,928


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 4 644 6 9 20 1,507
ANALYTICAL EVALUATION OF VOLATILITY FORECASTS 1 1 6 354 2 3 14 941
ARMA representation of integrated and realized variances 0 0 0 43 0 0 2 225
Bootstrap Inference for Pre-averaged Realized Volatility based on Nonoverlapping Returns 0 0 0 4 1 1 5 27
Bootstrapping Realized Volatility 0 0 1 143 2 2 12 401
Bootstrapping realized multivariate volatility measures 0 0 1 39 0 0 4 143
Box-Cox transforms for realized volatility 0 1 5 48 0 5 14 180
Comment 0 0 0 4 0 0 0 30
Correcting the Errors: Volatility Forecast Evaluation Using High-Frequency Data and Realized Volatilities 0 0 0 222 1 1 4 638
Edgeworth Corrections for Realized Volatility 1 1 1 21 2 3 6 71
GARCH and irregularly spaced data 0 0 1 42 0 0 3 119
Generalized Disappointment Aversion, Long-run Volatility Risk, and Asset Prices 0 1 1 32 0 1 1 89
Jean-Jacques Laffont et l'économie appliquée 0 0 0 12 0 1 4 41
Realized Volatility 0 0 2 39 0 0 3 102
Realized volatility forecasting and market microstructure noise 0 0 3 108 2 6 13 353
Temporal aggregation of volatility models 0 0 1 64 3 4 16 237
Testing distributional assumptions: A GMM aproach 0 0 0 0 0 0 3 60
Testing normality: a GMM approach 1 1 2 70 3 5 11 249
The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation 0 0 0 29 0 4 7 82
The long and the short of the risk-return trade-off 0 0 0 11 2 4 13 83
Total Journal Articles 3 5 28 1,929 24 49 155 5,578


Statistics updated 2019-09-09