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