Nour Meddahi

Nour Meddahi

TSE Research Faculty

UT1 Capitole

Professor of Economics, University Toulouse 1 Capitole

Silvia Goncalves, and Nour Meddahi, Box–Cox Transforms for Realized Volatility, Journal of Econometrics, vol. 160, n. 1, January 2011, pp. 129–144.

Silvia Goncalves, and Nour Meddahi, Bootstrapping Realized Volatility, Econometrica, vol. 77, n. 1, January 2009, pp. 283–306.

Silvia Goncalves, and Nour Meddahi, Edgeworth Corrections for Realized Volatility, Econometric Reviews, vol. 27, n. 1, January 2008, pp. 139–162.

Nour Meddahi, Eric Renault, and Bas Werker, GARCH and Irregularly Spaced Data, Economics Letters, Elsevier, vol. 90, n. 2, February 2006, pp. 200–204.

Farid Gasmi, Nour Meddahi, and Quang Vuong, Jean-Jacques Laffont et l'économie appliquée, Revue d'Économie Politique, n. 3, Hommage à  Jean-Jacques Laffont, May–June 2005, pp. 309–336.

Nour Meddahi, and Eric Renault, Temporal Aggregation of Volatility Models, Journal of Econometrics, vol. 119, n. 2, April 2004, pp. 355–379.

Contact

E-mail : see the e-mail

Tel : +33 (0)5 61 12 85 63

Office : MF 417


Assistant

Marie-Hélène Dufour

E-mail : see the e-mail

Tel : +33 (0)5 61 12 85 90

Office : MF 310