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  • The paper considers the use of ANN methodology for parameters estimation of the autoregressive conditional heteroscedastic (ARCH) processes. The paper provides heuristic approach of ARCH processes modelling. This approach is often employed to estimate the values of financial variables as rates of return, exchange rates, means and variances of inflation, stock market returns and price indexes and also to predict their variances.
  • The paper considers the use of ANN methodology for parameters estimation of the autoregressive conditional heteroscedastic (ARCH) processes. The paper provides heuristic approach of ARCH processes modelling. This approach is often employed to estimate the values of financial variables as rates of return, exchange rates, means and variances of inflation, stock market returns and price indexes and also to predict their variances. (en)
Title
  • Prediction of High-Frequency data: Application to Exhange Rates Time Series
  • Prediction of High-Frequency data: Application to Exhange Rates Time Series (en)
skos:prefLabel
  • Prediction of High-Frequency data: Application to Exhange Rates Time Series
  • Prediction of High-Frequency data: Application to Exhange Rates Time Series (en)
skos:notation
  • RIV/47813059:19240/09:#0002963!RIV10-GA0-19240___
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(GA402/08/0022)
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 335444
http://linked.open...ai/riv/idVysledku
  • RIV/47813059:19240/09:#0002963
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • Time series; ARCH-GARCH models; Volatility; Foracasting (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [3BFFA25BFE8C]
http://linked.open...v/mistoKonaniAkce
  • Ostrava
http://linked.open...i/riv/mistoVydani
  • VŠB-TU Ostrava, Ekonomická fakulta
http://linked.open...i/riv/nazevZdroje
  • Financial Management of Firms and Financial Institutions
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...iv/tvurceVysledku
  • Marček, Dušan
  • Marček, Milan
http://linked.open...vavai/riv/typAkce
http://linked.open.../riv/zahajeniAkce
number of pages
http://purl.org/ne...btex#hasPublisher
  • VŠB-Technická univerzita, Ukonomická fakulta
https://schema.org/isbn
  • 978-80-248-2059-0
http://localhost/t...ganizacniJednotka
  • 19240
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