Meddahi, Nour
Meddahi, Nour, 19..-...., économiste
Meddahi, Nour 19..-...
Nour Meddahi
VIAF ID: 106127294 ( Personal )
Permalink: http://viaf.org/viaf/106127294
Preferred Forms
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- 100 1 _ ‡a Meddahi, Nour
- 100 1 _ ‡a Meddahi, Nour ‡d 19..-...
- 100 1 _ ‡a Meddahi, Nour, ‡d 19..-...., ‡c économiste
- 100 0 _ ‡a Nour Meddahi
4xx's: Alternate Name Forms (4)
Works
Title | Sources |
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Aggregations and marginalization of GARCH and stochastic volatility models . | |
ARMA representation of integrated and realized variances | |
Correcting the errors : a note on volatility forecast evaluation based on high-frequency data and realized volatilities | |
The econometrics of large dimensional models, comperition policy and macroeconomic forecasting. | |
Econométrie des modèles de grande dimension, politique de la concurrence et prévisions macroéconomiques | |
An eigenfunction approach for volatility modeling | |
Essais sur la prévisibilité des rendements des obligations d'État et risque. | |
Essays in Financial Economics | |
Essays on Bond Return Predictability and Liquidity Risk | |
Garch and irregularly spaced data | |
High speeds of learning in financial markets | |
Non-Negativity, Zero Lower Bound and Affine Interest Rate Models | |
Positivité, séjours en zéro et modèles affines de taux d'intérêt. | |
Quadratic M-Estimators for ARCH-Type processes | |
Reconsidérer le modèle de stockage compétitif comme outil d'analyse empirique de la volatilité des prix des matières premières. | |
Revisiting the competitive storage model as a tool for the empirical analysis of commodity price volatility.. | |
Testing normality : a GMM approach | |
A theoretical comparison between integrated and realized volatilities | |
Three Essays on Financial Risks Using High Frequency Data | |
Trois essais sur les risques financiers à l'aide des données de haute fréquence. | |
Volatilité et fréquence de transactions sur les marchés financiers : modélisation et inférence | |
Volatility forecasting when the noise variance is time-varying |