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Expertise

Financial Econometrics, Econometrics, Time-Series, Asset Pricing, Risk Management

Biography

Nour Meddahi has a doctorate in economics from Université de Toulouse, and is a professor in the Toulouse School of Economics. He specializes in econometrics, capital market microstructure, and finance. His research concerns modelling and statistical inference of time series, particularly financial data.
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CIRANO Publications by Nour Meddahi

1 to 5 of 11 results
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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

Simulation
CS
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ARMA Representation of Two-Factor Models

Nour Meddahi

Simulation
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