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 1 1 5 0 1 1 36
A Theoretical Comparison Between Integrated and Realized Volatilies 0 1 1 60 0 2 5 252
A Theoretical Comparison Between Integrated and Realized Volatilies 0 0 0 0 1 1 3 141
A Theoretical Comparison Between Integrated and Realized Volatilities 0 0 0 148 0 2 4 502
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 0 0 2 585
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 3 968
Aggregations and Marginalization of GARCH and Stochastic Volatility Models 0 0 0 197 0 2 4 559
Aggregations and Marginalization of Garch and Stochastic Volatility Models 0 0 0 0 0 1 3 437
An Eigenfunction Approach for Volatility Modeling 0 0 1 305 0 1 3 1,325
An Eigenfunction Approach for Volatility Modeling 0 0 0 1 0 0 2 257
An Eigenfunction Approach for Volatility Modeling 0 0 0 249 0 1 3 726
Analytic Evaluation of Volatility Forecasts 0 0 3 810 0 1 6 1,810
Bootstrap inference for pre-averaged realized volatility based on non-overlapping returns 0 0 0 49 0 1 2 91
Bootstrapping pre-averaged realized volatility under market microstructure noise 0 0 1 52 0 0 6 108
Bootstrapping realized multivariate volatility measures 0 1 1 6 0 1 2 38
CORRECTING THE ERRORS: A NOTE ON VOLATILITY FORECAST EVALUATION BASED ON HIGH-FREQUENCY DATA AND REALIZED VOLATILITIES 0 0 0 111 4 7 9 408
Correcting the Errors: A Note on Volatility Forecast Evaluation Based on High-Frequency Data and Realized Volatilities 0 0 0 419 0 0 3 918
Correcting the Errors: A Note on Volatility Forecast Evaluation Based on High-Frequency Data and Realized Volatilities 0 1 1 170 0 1 4 431
Expected Value Models: A New Approach 0 0 0 1 0 1 1 2,333
GARCH and Irregularly Spaced Data 0 1 1 1 0 3 5 17
Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices 0 0 0 85 0 1 3 229
Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices 0 0 1 25 1 2 5 89
Quadratic M-Estimators for ARCH-Type Processes 0 0 0 207 0 1 2 919
Quadratic M-Estimators for ARCH-Type Processes 0 0 0 38 0 1 3 237
TESTING NORMALITY: A GMM APPROACH 0 0 3 60 0 1 11 298
Temporal Aggregation of Volatility Models 0 0 0 131 0 1 3 272
Temporal Aggregation of Volatility Models 0 1 3 425 0 1 3 1,303
Testing Distributional Assumptions: A GMM Approach 0 0 0 0 1 4 9 274
Testing Distributional Assumptions: A GMM Approach 0 0 1 114 1 4 10 400
Testing Normality: A GMM Approach 0 0 0 306 0 1 11 1,552
Testing Normality: A GMM Approach 0 0 1 183 0 0 5 679
The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation 1 1 2 86 1 3 7 328
Volatility Forecasting when the Noise Variance Is Time-Varying 0 1 1 11 0 1 2 41
Total Working Papers 1 8 22 4,753 9 47 148 18,868


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 1 3 5 644 2 5 15 1,498
ANALYTICAL EVALUATION OF VOLATILITY FORECASTS 0 0 6 353 0 1 12 938
ARMA representation of integrated and realized variances 0 0 0 43 1 1 2 225
Bootstrap Inference for Pre-averaged Realized Volatility based on Nonoverlapping Returns 0 0 0 4 0 3 4 26
Bootstrapping Realized Volatility 1 1 2 143 2 2 12 399
Bootstrapping realized multivariate volatility measures 1 1 1 39 1 1 4 143
Box-Cox transforms for realized volatility 0 2 6 47 0 3 14 175
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 0 0 5 637
Edgeworth Corrections for Realized Volatility 0 0 0 20 1 2 3 68
GARCH and irregularly spaced data 0 1 1 42 0 2 4 119
Generalized Disappointment Aversion, Long-run Volatility Risk, and Asset Prices 0 0 0 31 0 0 1 88
Jean-Jacques Laffont et l'économie appliquée 0 0 0 12 1 1 3 40
Realized Volatility 0 1 2 39 0 1 3 102
Realized volatility forecasting and market microstructure noise 0 0 4 108 0 0 9 347
Temporal aggregation of volatility models 0 0 1 64 1 2 14 233
Testing distributional assumptions: A GMM aproach 0 0 0 0 1 2 3 60
Testing normality: a GMM approach 0 1 1 69 0 3 6 244
The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation 0 0 0 29 0 1 5 78
The long and the short of the risk-return trade-off 0 0 0 11 0 0 10 79
Total Journal Articles 3 10 29 1,924 10 30 129 5,529


Statistics updated 2019-06-03