Application of fuzzy GARCH model for forecasting exchange rate volatility
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27510%2F01%3A00000734" target="_blank" >RIV/61989100:27510/01:00000734 - isvavai.cz</a>
Alternative codes found
RIV/61989100:27510/02:00002306
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Application of fuzzy GARCH model for forecasting exchange rate volatility
Original language description
The paper describes the approach to modelling volatility by combination of GARCH mothodology and fuzzy regression approach. The methodology is applied on interest rates of the Czech economy. GARCH model is described and fuzzy regression with triangular fuzzy numbers is used. Illustrative example is presented.
Czech name
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Czech description
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Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
AH - Economics
OECD FORD branch
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Result continuities
Project
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Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2002
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
ECON
ISSN
0862-7908
e-ISSN
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Volume of the periodical
8
Issue of the periodical within the volume
1
Country of publishing house
CZ - CZECH REPUBLIC
Number of pages
252
Pages from-to
211-215
UT code for WoS article
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EID of the result in the Scopus database
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