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Gonçalves, Sílvia Hounyo, Ulrich Dovonon, Prosper Bollerslev, Tim Garcia, René Andersen, Torben Bonomo, Marco Antonio Tédongap, Roméo Bontemps, Christian Renault, Eric Christoffersen, Peter F. Werker, Bas J. M. Feunou, Bruno Jacobs, Kris Shephard, Neil G. Mykland, Per A. Kim, Jihyun Chaker, Selma Gonc̜alves, Sílva Nyawa, Serge Gasmi, Farid Vuong, Quang H. All co-authors realized volatility volatilität returns kapitaleinkommen variance zeitreihenanalyse frequency measures option integrated bootstrapping noise approach valuation data estimation forecasting new marktmikrostruktur
Composed terms capital income noise trading time series analysis bootstrap verfahren bootstrap approach option valuation arch modell arch model market microstructure pre averaged averaged realized integrated variance statistische verteilung statistical distribution estimation theory forecasting model bootstrapping pre volatility market economic value frequency returns high frequency data realized volatility volatility forecasting noise variance time varying generalized disappointment
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Nour Meddahi Alternative spellings: N. Meddahi Biblio: Tätig am Dép. de Sciences Économiques, CIRANO, CIREQ, Univ. de Montréal, Québec, Canada ; Toulouse School of Economics
Q41804599
Publishing years Series IDEI working papers (4) Working papers / TSE : WP (3) Staff working paper / Bank of Canada (3) Cahier / Départment de Sciences Économiques, Université de Montréal (3) Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations (2) CREATES research paper (2) Cahier / Département de Sciences Économiques, Université de Montréal (2) AFA 2013 San Diego Meetings Paper (1) Discussion paper / Center for Economic Research, Tilburg University (1) Journal of econometrics (1)