Nour Meddahi - Publications, H-index & Citations

Nour Meddahi

university of houston

19H指数

76论文数

2.3K被引数

收录论文 11

发表时间

Functional ecological inference 功能生态学推断

JOURNAL OF ECONOMETRICS

IF4

2024-12-01

OAAI

Bontemps, Christian; Florens, Jean-Pierre; Meddahi, Nour

Volatility regressions with fat tails

JOURNAL OF ECONOMETRICS

IF4

2020-10-01

OAAI

Kim, Jihyun; Meddahi, Nour

High-dimensional multivariate realized volatility estimation

JOURNAL OF ECONOMETRICS

IF4

2019-09-01

OAAI

Bollerslev, Tim; Meddahi, Nour; Nyawa, Serge

Bootstrapping High-Frequency Jump Tests

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

IF3

2018-08-06

OAAI

Dovonon, Prosper; Goncalves, Silvia; Hounyo, Ulrich; Meddahi, Nour

The long and the short of the risk-return trade-off

JOURNAL OF ECONOMETRICS

IF4

2015-08-01

PREAI

Bonomo, Marco; Garcia, Rene; Meddahi, Nour; Tedongap, Romeo

The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS

IF2.8

2014-07-28

OAAI

Christoffersen, Peter; Feunou, Bruno; Jacobs, Kris; Meddahi, Nour

Realized Volatility

JOURNAL OF ECONOMETRICS

IF4

2011-01-01

PREAI

Meddahi, Nour; Mykland, Per; Shephard, Neil

Realized volatility forecasting and market microstructure noise 已实现波动率预测与市场微观结构噪声

JOURNAL OF ECONOMETRICS

IF4

2011-01-01

143

PREAI

Andersen, Torben G.; Bollerslev, Tim; Meddahi, Nour

Generalized Disappointment Aversion, Long-run Volatility Risk, and Asset Prices

REVIEW OF FINANCIAL STUDIES

IF5.4

2010-11-16

OAAI

Bonomo, Marco; Garcia, Rene; Meddahi, Nour; Tedongap, Romeo

Correcting the errors: Volatility forecast evaluation using high-frequency data and realized volatilities

ECONOMETRICA

IF7.1

2005-01-01

212

OAAI

Andersen, TG; Bollerslev, T; Meddahi, N

Temporal aggregation of volatility models

JOURNAL OF ECONOMETRICS

IF4

2004-04-01

OAAI

Meddahi, N; Renault, E

研究方向