| Correcting the errors: Volatility forecast evaluation using high‐frequency data and realized volatilities TG Andersen, T Bollerslev, N Meddahi Econometrica 73 (1), 279-296, 2005 | 413 | 2005 |
| A theoretical comparison between integrated and realized volatility N Meddahi Journal of Applied Econometrics 17 (5), 479-508, 2002 | 368 | 2002 |
| Analytical evaluation of volatility forecasts TG Andersen, T Bollerslev, N Meddahi International Economic Review 45 (4), 1079-1110, 2004 | 308 | 2004 |
| Realized volatility forecasting and market microstructure noise TG Andersen, T Bollerslev, N Meddahi Journal of Econometrics 160 (1), 220-234, 2011 | 307 | 2011 |
| Temporal aggregation of volatility models N Meddahi, E Renault Journal of Econometrics 119 (2), 355-379, 2004 | 279 | 2004 |
| Testing normality: a GMM approach C Bontemps, N Meddahi Journal of Econometrics 124 (1), 149-186, 2005 | 208 | 2005 |
| Bootstrapping realized volatility S Gonçalves, N Meddahi Econometrica 77 (1), 283-306, 2009 | 207 | 2009 |
| The economic value of realized volatility: Using high-frequency returns for option valuation P Christoffersen, B Feunou, K Jacobs, N Meddahi Journal of Financial and Quantitative Analysis 49 (3), 663-697, 2014 | 160 | 2014 |
| An eigenfunction approach for volatility modeling N Meddahi Cahier de recherche, 2001 | 158 | 2001 |
| Generalized disappointment aversion, long-run volatility risk, and asset prices M Bonomo, R Garcia, N Meddahi, R Tédongap The Review of Financial Studies 24 (1), 82-122, 2011 | 133 | 2011 |
| Testing distributional assumptions: A GMM aproach C Bontemps, N Meddahi Journal of Applied Econometrics 27 (6), 978-1012, 2012 | 97 | 2012 |
| ARMA representation of integrated and realized variances N Meddahi The Econometrics Journal 6 (2), 335-356, 2003 | 97 | 2003 |
| Box–Cox transforms for realized volatility S Gonçalves, N Meddahi Journal of Econometrics 160 (1), 129-144, 2011 | 81 | 2011 |
| Bootstrapping realized multivariate volatility measures P Dovonon, S Gonçalves, N Meddahi Journal of Econometrics 172 (1), 49-65, 2013 | 69 | 2013 |
| Aggregations and marginalization of GARCH and stochastic volatility models N Meddahi, E Renault Cahier de recherche, 1998 | 59 | 1998 |
| GARCH and irregularly spaced data N Meddahi, E Renault, B Werker Economics Letters 90 (2), 200-204, 2006 | 51 | 2006 |
| Market microstructure noise and realized volatility forecasting TG Andersen, T Bollerslev, N Meddahi Unpublished paper: Department of Economics, Duke University, 2006 | 36 | 2006 |
| High-dimensional multivariate realized volatility estimation T Bollerslev, N Meddahi, S Nyawa Journal of Econometrics 212 (1), 116-136, 2019 | 35 | 2019 |
| Moments of continuous time stochastic volatility models N Meddahi Unpublished paper: University of Montreal 65, 2002 | 34 | 2002 |
| Bootstrapping high-frequency jump tests P Dovonon, S Gonçalves, U Hounyo, N Meddahi Journal of the American Statistical Association 114 (526), 793-803, 2019 | 33 | 2019 |
