| ID | 281058 |
| Call Number | IMF/WP/03/131/261151 |
| Title Proper | Predictive ability of asymmetric volatility models at medium-term horizons |
| Language | ENG |
| Author | Kisinbay, Turgut |
| Publication | WAshington, INternational Monetary Fund, 2003. |
| Description | 38p 28cm |
| Series | IMF Working Paper No.131 |
| Summary / Abstract (Note) | IMF WP/03/131--WP/03/140 |
| Price. Qualification | GIPE Dep |
| Classification Number | IMF |
| Key Words | Integrated volatility ; High-frequency data ; Realized volatility ; Asymmetric volatility ; GARCH |