Predictive ability of asymmetric volatility models at medium-term horizons
By: Turgut Kı*sınbay.
Contributors: International Monetary Fund. Monetary and Financial Systems Dept.
Series: IMF working paper -- WP/03/131
Publisher: International Monetary Fund, Monetary and Financial Systems Department
Published: 2003
Place of publication: Washington, D.C
Language: eng
Number of pages: 38
Subjects: Rate of return -- Forecasting -- Econometric models.; Investments -- Econometric models.
Genres: Econometric models.
Notes: "June 2003."

Includes bibliographical references (p. 36-38).

Also available electronically.