Nour Meddahi
- Finance top 0.5%
- Economics and Econometrics top 1%
- General Economics, Econometrics and Finance top 2%
- Statistics and Probability top 5%
- Management Science and Operations Research top 5%
- Co-authors
- Tim BollerslevTorben G. AndersenŚılvia GonçalvesChristian BontempsRené GarcíaRoméo TédongapMarco BonomoÉric Renault
- Topics
- Financial Risk and Volatility Modeling (25 papers)Stochastic processes and financial applications (19 papers)Market Dynamics and Volatility (10 papers)
- Partner nations
- CanadaFranceUnited States
In The Last Decade
Nour Meddahi
31 papers receiving 1.3k citations
Peers
Comparison fields: 5 of 51
- Finance 1.2k
- Economics and Econometrics 850
- General Economics, Econometrics and Finance 383
- Statistics and Probability 110
- Management Science and Operations Research 98
Countries citing papers authored by Nour Meddahi
This map shows the geographic impact of Nour Meddahi's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Nour Meddahi with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Nour Meddahi more than expected).
Fields of papers citing papers by Nour Meddahi
This network shows the impact of papers produced by Nour Meddahi. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Nour Meddahi. The network helps show where Nour Meddahi may publish in the future.
Co-authorship network of co-authors of Nour Meddahi
This figure shows the co-authorship network connecting the top 25 collaborators of Nour Meddahi. A scholar is included among the top collaborators of Nour Meddahi based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Nour Meddahi. Nour Meddahi is excluded from the visualization to improve readability, since they are connected to all nodes in the network.
All Works
| # | Work | Indexed citations |
|---|---|---|
| 1 | 0 | |
| 2 | 3 | |
| 3 | 6 | |
| 4 | 16 | |
| 5 | The Economic Value of Realized Volatility ∗ | 5 |
| 6 | 30 | |
| 7 | 8 | |
| 8 | Disappointment Aversion, Long-Run Risks and Aggregate Asset Prices | 1 |
| 9 | 16 | |
| 10 | 101 | |
| 11 | 23 | |
| 12 | 221 | |
| 13 | Analytical Evaluation of Volatility Forecasts | 15 |
| 14 | 108 | |
| 15 | 129 | |
| 16 | GARCH and Irregularly Spaced Data | 4 |
| 17 | Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form | 3 |
| 18 | 200 | |
| 19 | An Eigenfunction Approach for Volatility Modeling | 4 |
| 20 | Quadratic M-Estimators for ARCH-Type Processes | 1 |
About Nour Meddahi
Nour Meddahi is a scholar working on Finance, General Economics, Econometrics and Finance and Economics and Econometrics, having authored 32 papers that have together received 1.3k indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (25 papers), Stochastic processes and financial applications (19 papers) and Market Dynamics and Volatility (10 papers). The work is most often cited by research in Finance (1.2k citations), General Economics, Econometrics and Finance (383 citations) and Economics and Econometrics (850 citations). Nour Meddahi has collaborated with scholars based in Canada, France and United States. Frequent co-authors include Tim Bollerslev, Torben G. Andersen, Śılvia Gonçalves, Christian Bontemps, René García, Roméo Tédongap, Marco Bonomo, Éric Renault, Bas J. M. Werker and Bruno Feunou. Their work appears in journals such as Journal of the American Statistical Association, Econometrica and Review of Financial Studies.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.