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rdf:type
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Description
| - The paper describes the approach to modelling volatility by combination of GARCH methodology and fuzzy regression approach for low-frequency financial data. The methodology is applied on exchange rates of the Czech economy, CZK/EUR. GARCH (1,1) model is described and fuzzy regression with triangular fuzzy numbers is used. Illustrative example is presented.
- The paper describes the approach to modelling volatility by combination of GARCH methodology and fuzzy regression approach for low-frequency financial data. The methodology is applied on exchange rates of the Czech economy, CZK/EUR. GARCH (1,1) model is described and fuzzy regression with triangular fuzzy numbers is used. Illustrative example is presented. (en)
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Title
| - Application of Fuzzy Garch model for forecasting low-frequency financial data
- Application of Fuzzy Garch model for forecasting low-frequency financial data (en)
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skos:prefLabel
| - Application of Fuzzy Garch model for forecasting low-frequency financial data
- Application of Fuzzy Garch model for forecasting low-frequency financial data (en)
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skos:notation
| - RIV/61989100:27510/02:00002388!RIV/2003/GA0/275103/N
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http://linked.open.../vavai/riv/strany
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http://linked.open...avai/riv/aktivita
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http://linked.open...avai/riv/aktivity
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http://linked.open...vai/riv/dodaniDat
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http://linked.open...aciTvurceVysledku
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http://linked.open.../riv/druhVysledku
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http://linked.open...iv/duvernostUdaju
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http://linked.open...titaPredkladatele
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http://linked.open...dnocenehoVysledku
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http://linked.open...ai/riv/idVysledku
| - RIV/61989100:27510/02:00002388
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http://linked.open...riv/jazykVysledku
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http://linked.open.../riv/klicovaSlova
| - GARCH (1,1) MODEL, FUZZY REGRESSION, TRIANGULAR FUZZY NUMBER, FUZZY-GARCH MODEL, EXCHANGE RATE FORECASTING GENERAL (en)
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http://linked.open.../riv/klicoveSlovo
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http://linked.open...ontrolniKodProRIV
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http://linked.open...v/mistoKonaniAkce
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http://linked.open...i/riv/mistoVydani
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http://linked.open...i/riv/nazevZdroje
| - Eunite 2002, European Symphosium on Intelligent Technologies, Hybrid Systems and their Implementation on Smart Adaptive Systems, Alfuberia
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http://linked.open...in/vavai/riv/obor
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http://linked.open...ichTvurcuVysledku
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http://linked.open...cetTvurcuVysledku
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http://linked.open...ocetUcastnikuAkce
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http://linked.open...nichUcastnikuAkce
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http://linked.open...vavai/riv/projekt
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http://linked.open...UplatneniVysledku
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http://linked.open...iv/tvurceVysledku
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http://linked.open...vavai/riv/typAkce
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http://linked.open.../riv/zahajeniAkce
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number of pages
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http://purl.org/ne...btex#hasPublisher
| - Verlag Mainz, Wissenschaftsverlag
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https://schema.org/isbn
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http://localhost/t...ganizacniJednotka
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