Forecasts for Financial nata Using ARCH-GARCH and Brown's Exponential Smoothing Models
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F63468352%3A_____%2F11%3A%230000103" target="_blank" >RIV/63468352:_____/11:#0000103 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Forecasts for Financial nata Using ARCH-GARCH and Brown's Exponential Smoothing Models
Original language description
We compare the suitability of two statistical approaches for implementation in prediction systems of small companies. The first one is a very complex ARCH-GARCH model, the second one is a model based on Brown's exponential smoothing approach. Based on the statistical summary accuracy measures and on the easiness of model's applicability in management prediction systems, we confirm that the Brown's exponential smoothing model is also appropriate for implementation to management systems of small companiesto forecast a group of high frequency data.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
IN - Informatics
OECD FORD branch
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Result continuities
Project
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Continuities
N - Vyzkumna aktivita podporovana z neverejnych zdroju
Others
Publication year
2011
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
ECON '10. TECHNICAL UNIVERSITY OF OSTRAVA FACULTY OF ECONOMICS
ISBN
978-80-248-2155-9
ISSN
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e-ISSN
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Number of pages
7
Pages from-to
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Publisher name
Technical University of Ostrava
Place of publication
Ostrava
Event location
Ostrava
Event date
Jan 1, 2010
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
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