Expertise

Econometrics, capital market microstructure, finance

Biography

A CIRANO Associate Researcher and Fellow since 1997, Nour Meddahi is Professor in the Toulouse 1 University Capitole. He is also Director of the Doctoral School and Associate Editor for the Journal of Business and Economic Statistics.

Holding a Ph.D. in Economics from the University of Toulouse, he specializes in econometrics, capital market microstructure, and finance. His research concerns modelling and statistical inference of time series, particularly financial data.

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CIRANO Publications by Nour Meddahi

As an author

1 to 5 of 11 results
CS

Bootstrapping pre-averaged realized volatility under market microstructure noise

Ulrich Hounyo, Silvia Gonçalves and Nour Meddahi

CS

Bootstrapping high-frequency jump tests

Prosper Dovonon, Silvia Gonçalves, Ulrich Hounyo and Nour Meddahi

CS

Analytic Evaluation of Volatility Forecasts

Torben G. Andersen, Tim Bollerslev and Nour Meddahi

Simulation
CS
CS

ARMA Representation of Two-Factor Models

Nour Meddahi

Simulation