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 6 0 0 4 49
A Theoretical Comparison Between Integrated and Realized Volatilies 1 1 1 62 1 5 7 274
A Theoretical Comparison Between Integrated and Realized Volatilies 0 0 0 0 0 0 4 157
A Theoretical Comparison Between Integrated and Realized Volatilities 0 0 1 151 0 1 5 514
ARMA REPRESENTATION OF INTEGRATED AND REALIZED VARIANCES 0 0 0 18 2 7 13 154
ARMA Representation of Integrated and Realized Variances 0 0 0 132 2 6 28 630
ARMA Representation of Integrated and Realized Variances 0 0 0 54 0 3 5 189
ARMA Representation of Two-Factor Models 0 0 1 296 2 10 25 1,005
Aggregations and Marginalization of GARCH and Stochastic Volatility Models 1 2 6 205 4 12 17 590
Aggregations and Marginalization of Garch and Stochastic Volatility Models 0 0 0 0 0 0 0 445
An Eigenfunction Approach for Volatility Modeling 0 0 0 1 0 4 6 270
An Eigenfunction Approach for Volatility Modeling 0 1 1 306 1 4 16 1,361
An Eigenfunction Approach for Volatility Modeling 1 2 5 256 2 6 13 750
Analytic Evaluation of Volatility Forecasts 0 0 1 813 0 2 10 1,840
Bootstrap inference for pre-averaged realized volatility based on non-overlapping returns 0 0 0 50 0 0 1 100
Bootstrapping pre-averaged realized volatility under market microstructure noise 0 0 0 53 1 3 13 146
Bootstrapping realized multivariate volatility measures 0 0 0 6 0 4 8 60
CORRECTING THE ERRORS: A NOTE ON VOLATILITY FORECAST EVALUATION BASED ON HIGH-FREQUENCY DATA AND REALIZED VOLATILITIES 0 0 1 113 0 1 5 427
Correcting the Errors: A Note on Volatility Forecast Evaluation Based on High-Frequency Data and Realized Volatilities 0 0 0 419 1 2 6 943
Correcting the Errors: A Note on Volatility Forecast Evaluation Based on High-Frequency Data and Realized Volatilities 0 0 0 170 0 4 12 459
Expected Value Models: A New Approach 0 0 0 1 0 3 11 2,351
GARCH and Irregularly Spaced Data 0 0 0 1 0 1 3 22
Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices 0 0 0 87 0 1 7 246
Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices 0 0 0 27 0 1 2 102
Quadratic M-Estimators for ARCH-Type Processes 0 0 0 208 0 0 12 942
Quadratic M-Estimators for ARCH-Type Processes 0 0 0 38 0 1 7 251
TESTING NORMALITY: A GMM APPROACH 0 0 1 63 0 2 6 331
Temporal Aggregation of Volatility Models 0 0 0 427 1 1 13 1,331
Temporal Aggregation of Volatility Models 0 0 1 133 0 0 5 288
Testing Distributional Assumptions: A GMM Approach 0 0 0 0 0 0 3 291
Testing Distributional Assumptions: A GMM Approach 0 0 0 114 0 1 2 421
Testing Normality: A GMM Approach 0 0 1 308 0 0 3 1,574
Testing Normality: A GMM Approach 0 0 0 183 0 1 4 693
The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation 0 0 5 93 1 5 24 372
Volatility Forecasting when the Noise Variance Is Time-Varying 0 0 0 13 2 2 7 56
Total Working Papers 3 6 25 4,807 20 93 307 19,634


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 1 3 649 2 3 9 1,527
ANALYTICAL EVALUATION OF VOLATILITY FORECASTS 0 0 2 360 0 2 13 974
ARMA representation of integrated and realized variances 0 0 0 43 3 4 16 253
Bootstrap Inference for Pre-averaged Realized Volatility based on Nonoverlapping Returns 0 0 0 4 0 2 6 46
Bootstrapping Realized Volatility 0 0 4 151 0 2 17 432
Bootstrapping realized multivariate volatility measures 0 0 1 41 0 0 4 153
Box-Cox transforms for realized volatility 0 0 2 53 3 8 21 225
Comment 0 0 0 4 0 1 4 35
Correcting the Errors: Volatility Forecast Evaluation Using High-Frequency Data and Realized Volatilities 0 0 2 226 0 0 9 661
Edgeworth Corrections for Realized Volatility 0 0 0 21 0 0 2 78
GARCH and irregularly spaced data 0 1 1 43 0 1 3 125
Generalized Disappointment Aversion, Long-run Volatility Risk, and Asset Prices 0 0 0 32 0 0 5 105
Jean-Jacques Laffont et l'économie appliquée 0 0 0 13 0 0 0 47
Realized Volatility 0 0 0 41 1 6 7 117
Realized volatility forecasting and market microstructure noise 0 0 2 115 2 13 28 408
Temporal aggregation of volatility models 0 0 2 70 0 1 13 270
Testing distributional assumptions: A GMM aproach 0 0 0 0 0 2 5 72
Testing normality: a GMM approach 0 0 0 73 3 6 15 284
The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation 0 0 1 32 1 2 4 97
The long and the short of the risk-return trade-off 0 0 1 12 1 2 5 98
Total Journal Articles 1 2 21 1,983 16 55 186 6,007


Statistics updated 2021-11-05