Nour Meddahi

Nour Meddahi

TSE Research Faculty

UT1 Capitole

Director of the Doctoral School

Jihyun Kim, and Nour Meddahi, “Volatility Regressions with Fat Tails”, TSE Working Paper, n. 20-1097, May 2020.

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Christian Bontemps, Jean-Marie Dufour, and Nour Meddahi, Optimal Moment-based Tests for Distributional Assumptions, 2020.

Prosper Dovonon, Silvia Goncalves, Ulrich Hounyo, and Nour Meddahi, “Bootstrapping high-frequency jump tests”, IDEI Working Paper, n. 870, May 2017.

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Christian Bontemps, Bruno Fenou, and Nour Meddahi, “Testing Multivariate Distributional Assumptions”, 2013.

Imen Ghattassi, and Nour Meddahi, “Time-Aggregation Effects on Estimating Asset Pricing Models”, 2012.

Contact

E-mail : see the e-mail

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

Office : T.524


Assistant

Magali Bouley

E-mail : see the e-mail

Tel : +33 (0)5 67 73 27 72

Office : T.615