Member's Details
Fellows
Email
nour.meddahi@cirano.qc.ca
University
Université Toulouse 1 Capitole (France)
+33 (0)5 61 12 85 63
+33 (0)5 61 12 86 37
Function(s)
Ph.D., Economics, Université de Toulouse (France)
Professor
Toulouse School of Economics
Université Toulouse 1 Capitole (France)
Domain(s) of interest
Financial Econometrics, Econometrics, Time-Series, Asset Pricing, Risk Management
Biography
Nour Meddahi has a doctorate in economics from Université de Toulouse, and is a professor in the Toulouse School of Economics. He specializes in econometrics, capital market microstructure, and finance. His research concerns modelling and statistical inference of time series, particularly...

List of scientific publications at CIRANO by Nour Meddahi

Code Publications
2016s-25 WP Ulrich Hounyo, Sílvia Gonçalves et Nour Meddahi. Bootstrapping pre-averaged realized volatility under market microstructure noise
2016s-24 WP Prosper Dovonon, Sílvia Gonçalves, Ulrich Hounyo et Nour Meddahi. Bootstrapping high-frequency jump tests
2002s-90 WP Torben G. Andersen, Tim Bollerslev et Nour Meddahi. Analytic Evaluation of Volatility Forecasts
2002s-91 WP Torben G. Andersen, Tim Bollerslev et Nour Meddahi. Correcting the Errors: A Note on Volatility Forecast Evaluation Based on High-Frequency Data and Realized Volatilities
2002s-92 WP Nour Meddahi. ARMA Representation of Two-Factor Models
2002s-93 WP Nour Meddahi. ARMA Representation of Integrated and Realized Variances
2002s-63 WP Christian Bontemps et Nour Meddahi. Testing Normality: A GMM Approach
2001s-71 WP Nour Meddahi. A Theoretical Comparison Between Integrated and Realized Volatilities
2001s-70 WP Nour Meddahi. An Eigenfunction Approach for Volatility Modeling
2000s-22 WP Nour Meddahi et Éric Renault. Temporal Aggregation of Volatility Models
98s-29 WP Nour Meddahi et Éric Renault. Quadratic M-Estimators for ARCH-Type Processes

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