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Title
Predictive Ability of Asymmetric Volatility Models at Medium-Term Horizons
Reference
518966
Board DOC ID
WP/03/131
Date
June 1 2003
Level of description
item
Material
Electronic Records
Language
English
Subject
Capital markets, Forecasting models, Executive Board Document (Policy), IMF Working Papers (WP)
Creator
Turgut Kisinbay, Department-wide MFD
External document
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Ref:865759 | Level:
- Executive Board Documents
  Ref:169321 | Level:collection
  contains 61
  - IMF Working Papers (WP)
    Ref:337593 | Level:series
    contains 28
    
    2003 - IMF Working Papers (WP)
    Ref:511467 | Date(s):2003 | Level:sub-series
    contains 254
    
    Predictive Ability of Asymmetric Volatility Models at Medium-Term Horizons
    Ref:518966 | Date(s):June 1 2003 | Level:item

Ref:865790 | Level:
- IMF Working Papers (WP)
  Ref:337593 | Level:series
  contains 28
  - 2003 - IMF Working Papers (WP)
    Ref:511467 | Date(s):2003 | Level:sub-series
    contains 254
    
    Predictive Ability of Asymmetric Volatility Models at Medium-Term Horizons
    Ref:518966 | Date(s):June 1 2003 | Level:item

Ref:865850 | Level:
- IMF Working Papers (WP)
  Ref:337593 | Level:series
  contains 28
  - 2003 - IMF Working Papers (WP)
    Ref:511467 | Date(s):2003 | Level:sub-series
    contains 254
    
    Predictive Ability of Asymmetric Volatility Models at Medium-Term Horizons
    Ref:518966 | Date(s):June 1 2003 | Level:item

Ref:865910 | Level:
- IMF Working Papers (WP)
  Ref:337593 | Level:series
  contains 28
  - 2003 - IMF Working Papers (WP)
    Ref:511467 | Date(s):2003 | Level:sub-series
    contains 254
    
    Predictive Ability of Asymmetric Volatility Models at Medium-Term Horizons
    Ref:518966 | Date(s):June 1 2003 | Level:item

Ref:867316 | Level:
- 2003 - IMF Working Papers (WP)
  Ref:511467 | Date(s):2003 | Level:sub-series
  contains 254
  - Predictive Ability of Asymmetric Volatility Models at Medium-Term Horizons
    Ref:518966 | Date(s):June 1 2003 | Level:item