Usage Of Control Charts For Time Series Analysis In Financial Management
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F70883521%3A28120%2F15%3A43871859" target="_blank" >RIV/70883521:28120/15:43871859 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.3846/16111699.2012.732106" target="_blank" >http://dx.doi.org/10.3846/16111699.2012.732106</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.3846/16111699.2012.732106" target="_blank" >10.3846/16111699.2012.732106</a>
Alternative languages
Result language
angličtina
Original language name
Usage Of Control Charts For Time Series Analysis In Financial Management
Original language description
We will deal with corporate financial proceeding using methods of SPC (Statistical Process Control), specifically through time series control charts. This article will outline the intersection of two disciplines: econometrics and statistical process control. The theoretical part will discuss methodology of time series control charts and in the research part the methodology will be demonstrated by means of two case studies. The first one will focus on analysis of Slovak currency in the 2000 - 2008 periodfrom the perspective of its usefulness for generating profits for company management through time series control charts. The second one involves regulation of financial flows for a heteroskedastic financial process by EWMA and ARIMA control charts. We will use Box-Jenkins methodology to find models of time series of annual Gross Domestic Product of Argentina, available as a basic index from 1951 - 1998. Based on the chosen model, we will construct control charts for volatility change po
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
AE - Management, administration and clerical work
OECD FORD branch
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Result continuities
Project
<a href="/en/project/GAP407%2F12%2F0821" target="_blank" >GAP407/12/0821: Creating a Czech Instrument for Measuring Academic Tacit Knowledge</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2015
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Journal of Business Economics and Management
ISSN
1611-1699
e-ISSN
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Volume of the periodical
16
Issue of the periodical within the volume
1
Country of publishing house
LT - LITHUANIA
Number of pages
20
Pages from-to
138-158
UT code for WoS article
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EID of the result in the Scopus database
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