Predictive Ability of Asymmetric Volatility Models At Medium-Term Horizons
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- Turgut Kısınbay, 2010. "Predictive ability of asymmetric volatility models at medium-term horizons," Applied Economics, Taylor & Francis Journals, vol. 42(30), pages 3813-3829.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
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More about this item
KeywordsCapital markets; International financial markets; GARCH; high-frequency data; realized volatility; integrated volatility; and asymmetric volatility; forecasting; statistics; sampling; standard deviation; maximum likelihood estimation; Forecasting and Other Model Applications;
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