Nour Meddahi

University of Montreal - Department of Economics

C.P. 6128, succursale Centre-Ville

Montreal, Quebec H3C 3J7

Canada

SCHOLARLY PAPERS

2

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33

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32

Scholarly Papers (2)

1.

Analytical Evaluation of Volatility Forecasts

International Economic Review Vol. 45, No. 4, pp. 1079-1110, November 2004
Number of pages: 32 Posted: 27 Oct 2004
Northwestern University - Kellogg School of Management, Duke University - Finance and University of Montreal - Department of Economics
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2.

GARCH and Irregularly Spaced Data

CentER Working Paper No. 2003-27
Posted: 26 May 2004
Nour Meddahi, Eric Renault and Bas J. M. Werker
University of Montreal - Department of Economics, University of North Carolina (UNC) at Chapel Hill - Department of Economics and Tilburg University - Center for Economic Research (CentER)

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Volatility, continuous time model, exact discretization