CS
Bootstrapping pre-averaged realized volatility under market microstructure noise
Ulrich Hounyo, Silvia Gonçalves et Nour Meddahi
CS
Bootstrapping high-frequency jump tests
Prosper Dovonon, Silvia Gonçalves, Ulrich Hounyo et Nour Meddahi
CS
Analytic Evaluation of Volatility Forecasts
Torben G. Andersen, Tim Bollerslev et Nour Meddahi
CS
Correcting the Errors: A Note on Volatility Forecast Evaluation Based on High-Frequency Data and Realized Volatilities
Torben G. Andersen, Tim Bollerslev et Nour Meddahi
CS
ARMA Representation of Two-Factor Models
Nour Meddahi
CS
CS
Testing Normality: A GMM Approach
Christian Bontemps et Nour Meddahi
CS
An Eigenfunction Approach for Volatility Modeling
Nour Meddahi
CS
Temporal Aggregation of Volatility Models
Nour Meddahi et Eric Renault
CS
