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Czech Stock Market Analysis.
Basic themes in document: Stock Returns; Time Series Modelling; ARIMA Models; ARCH and GARCH Models. ś ? Ĺ Č Ë Ď × Ú ?......
BB - Aplikovaná statistika, operační výzkum
- 2002 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
The exchange rate modelling and monetary policy
Basic themes of document: autocorrelation function; ARMA; ARIMA; ARCH; GARCH; conditional heteroscedasticity...
BB - Aplikovaná statistika, operační výzkum
- 2003 •
- D
Rok uplatnění
D - Stať ve sborníku
Some Results of the Czech Stock Market Analysis.
Basic themes in document: stock return; time series modelling; ARIMA models; ARCH and GARCH models. Ż ą Ä Ç Ę Ě Ň Ô 8......
BB - Aplikovaná statistika, operační výzkum
- 2003 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Risk evaluation for ARCH-GARCH vs. RBF NN forecasting and SVR models: Application to high-frequency time series
forecasting modelsbased on information technologies. The statistical GARCH-class modelsThe paper is concerned with measuring and assessment of risk reduction in managerial decision-making. In this paper, we consider the ac...
IN - Informatika
- 2015 •
- D
Rok uplatnění
D - Stať ve sborníku
Economic time series modeling with respect to monetary policy operation
Basic themes of document: autocorrelation function; ARMA; ARIMA; ARCH; GARCH; conditional heteroscedasticity; differences...
BB - Aplikovaná statistika, operační výzkum
- 2003 •
- D
Rok uplatnění
D - Stať ve sborníku
Forecasts for Financial nata Using ARCH-GARCH and Brown's Exponential Smoothing Models
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 meas...
IN - Informatika
- 2011 •
- D
Rok uplatnění
D - Stať ve sborníku
The Volatility Assessment of CO2 Emissions in Uzbekistan: ARCH/GARCH Models
in Uzbekistan. To this end, Autoregressive Conditional Heteroskedasticity (ARCH) and Generalized Autoregressive Conditional Heteroskedasticity (GARCH) models are used spanning the period 1925-2021 for the annual data of CO...
Applied Economics, Econometrics
- 2023 •
- JSC •
- Link
Rok uplatnění
JSC - Článek v periodiku v databázi SCOPUS
Výsledek na webu
On functional definition of time-series models
We present a discussion on a class of econometric models for time series given implicitly as a solution of a system of functional equations. Particularly, processes AR, ARMA, ARCH, GARCH are models of such...
BB - Aplikovaná statistika, operační výzkum
- 2014 •
- D
Rok uplatnění
D - Stať ve sborníku
The Latest Statistical and Computational Methods: Applications in Management Prediction Systems
We examine the statistical forecasting models based on the Bayesian method and ARCH-GARCH models for prediction of the demand for new products and the bond price make comparisons the forecast accuracy with the ...
AH - Ekonomie
- 2009 •
- D
Rok uplatnění
D - Stať ve sborníku
Forecasting Models for WIG20 Index Based on Advenced Statistical Models vs. SC Models
on soft or granular computing. In this paper, we illustrate the ARCH-GARCH methodology on the developing a forecast model for time series of polish WIG20 stock indexes and make comparisons the forecast accuracy with the
IN - Informatika
- 2014 •
- D
Rok uplatnění
D - Stať ve sborníku
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