Authors: Goncalves, Silvia Meddahi, Nour

Citation: Goncalves, Silvia et Meddahi, Nour, Edgeworth corrections for realized volatility, Econometric reviews , 27(1-3), 2008, pp. 139-162

Authors: Meddahi, Nour

Citation: Meddahi, Nour, A theoretical comparison between integrated and realized volatility, Journal of applied econometrics , 17(5), 2002, pp. 479-508

Authors: Bontemps, Christian Meddahi, Nour

Citation: Bontemps, Christian et Meddahi, Nour, Testing distributional assumptions: a GMM approach, Journal of applied econometrics , 27(6), 2012, pp. 978-1012