Predictive ability of asymmetric volatility models at medium-term horizons

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Predictive ability of asymmetric volatility models at medium-term horizons

机译：中期视野下非对称波动率模型的预测能力

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《Applied Economics》 |2010年第30期|p.3813-3829|共17页
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收录信息美国《科学引文索引》(SCI);
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1. Predictive ability of asymmetric volatility models at medium-term horizons [J] . Turgut Kisinbay Applied Economics . 2010,第28a30期

机译：中期视野下非对称波动率模型的预测能力
2. Predictive ability of asymmetric volatility models at medium-term horizons [J] . Turgut KÄ±ÅÄ±nbaya* Applied Economics . 2010,第30期

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3. Volatility In Crude Oil Futures: A Comparison Of The Predictive Ability Of Garch And Implied Volatility Models [J] . Paolo Agnolucci Energy economics . 2009,第2期

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7. Information Content of Volatility Forecasts at Medium-term Horizons [O] . Galbraith John, Kisinbay Turgut 2002

机译：中期视野中的波动率预测的信息内容

Predictive ability of asymmetric volatility models at medium-term horizons

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