English | Français
[up] Up a level
Group by: Item Type | Date | No Grouping
Jump to: Article
Number of items: 4.

Article

Bollerslev, Tim, Meddahi, Nour and Nyawa Womo, Serge Luther (2019) High-dimensional multivariate realized volatility estimation. Journal of Econometrics, 212 (1). pp. 116-136.

Andersen, Torben G., Bollerslev, Tim and Meddahi, Nour (2011) Realized Volatility Forecasting and Market Microstructure Noise. Journal of Econometrics, vol. 160 (n° 1). pp. 220-234.

Andersen, Torben G., Bollerslev, Tim and Meddahi, Nour (2005) Correcting the Errors: Volatility Forecast Evaluation Using High-Frequency Data and Realized Volatilities. Econometrica, 73 (1). pp. 279-296.

Andersen, Torben G., Bollerslev, Tim and Meddahi, Nour (2004) Analytic Evaluation of Volatility Forecasts. International Economic Review, 45 (4). pp. 1079-1110.

This list was generated on Mon Nov 18 13:23:18 2024 CET.
Contacter les gestionnaires fonctionnels du dépôt/archive "Toulouse Capitole Publications"
Toulouse Capitole Publications utilise le logiciel EPrints developpé à la School of Electronics and Computer Science de l'université de Southampton. Plus d'informations sur le logiciel.