Query Result Set
SLIM21 Home
Advanced Search
My Info
Browse
Arrivals
Expected
Reference Items
Journal List
Proposals
Media List
Rules
ActiveUsers:416
Hits:7984919
Show My Basket
Introduction
Information
Ask Us
Help
Topics
Tutorial
Advanced search
Hide Options
Sort Order
Natural
Author / Creator, Title
Title
Item Type, Author / Creator, Title
Item Type, Title
Subject, Item Type, Author / Creator, Title
Item Type, Subject, Author / Creator, Title
Publication Date, Title
Items / Page
5
10
15
20
Modern View
HIGH-FREQUENCY DATA
(1)
answer(s).
Srl
Item
1
ID:
281058
Predictive ability of asymmetric volatility models at medium-te
/ Kisinbay, Turgut
2003
Kisinbay, Turgut
United Nations
0 Rating(s) & 0 Review(s)
Publication
WAshington, INternational Monetary Fund, 2003.
Description
38p28cm
Series
IMF Working Paper No.131
Summary/Abstract
IMF WP/03/131--WP/03/140
Standard Number
GIPE Dep.
Key Words
Integrated volatility
;
High-frequency data
;
Realized volatility
;
Asymmetric volatility
;
GARCH
Export
Circulation
Accession#
Call#
Current Location
Status
Policy
Location
261151
IMF/WP/03/131/261151
Main
On Shelf
NOT FOR ISSUE
Rack1 Shelf1