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Testing Normality : a GMM Approach
CIRANO.
, Christian Bontemps
, Meddahi, Nour
· 2002
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Correcting the Errors : a Note on Volatility Forecast Evaluation Based on High-frequency Data and Realized Volatilities
Bollerslev, Tim
, Torben Gustav Andersen
, Meddahi, Nour
, CIRANO.
, Centre interuniversitaire de recherche en économie quantitative
· 2002
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Analytic Evaluation of Volatility Forecasts
Bollerslev, Tim
, CIRANO.
, Andersen, Torben G. (Torben Gustav)
, Meddahi, Nour
· 2002
