nour meddahi

5 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0009-0008-7138-3869

Toulouse School of Economics, University of Toulouse Capitole, Toulouse, France

Publications

• Bootstrapping High-Frequency Jump Tests — Journal of the American Statistical Association 2019
• The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation — Journal of Financial and Quantitative Analysis 2014
• Generalized Disappointment Aversion, Long-run Volatility Risk, and Asset Prices — The Review of Financial Studies 2011 (name-matched, not ORCID-linked)
• Bootstrapping Realized Volatility — Econometrica 2009 (name-matched, not ORCID-linked)
• Correcting the Errors: Volatility Forecast Evaluation Using High-Frequency Data and Realized Volatilities — Econometrica 2005 (name-matched, not ORCID-linked)