About: Fuzzy GARCH model for forecasting volatility of interest rates

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An Entity of Type : http://linked.opendata.cz/ontology/domain/vavai/Vysledek, within Data Space : linked.opendata.cz associated with source document(s)

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	The paper describes the approach to modelling volatility by combination of GARCH mothodology and fuzzy regression approach. The methodology is applied on interest rates of the Czech economy. GARCH 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 mothodology and fuzzy regression approach. The methodology is applied on interest rates of the Czech economy. GARCH model is described and fuzzy regression with triangular fuzzy numbers is used. Illustrative example is presented. (en)
Title	Fuzzy GARCH model for forecasting volatility of interest rates Fuzzy GARCH model for forecasting volatility of interest rates (en)
skos:prefLabel	Fuzzy GARCH model for forecasting volatility of interest rates Fuzzy GARCH model for forecasting volatility of interest rates (en)
skos:notation	RIV/61989100:27510/01:00000736!RIV/2002/MSM/275102/N
http://linked.open.../vavai/riv/strany	215-218
http://linked.open...avai/riv/aktivita	Z
http://linked.open...avai/riv/aktivity	Z(MSM 275100015)
http://linked.open...vai/riv/dodaniDat	2002
http://linked.open...aciTvurceVysledku	Zmeškal, Zdeněk
http://linked.open.../riv/druhVysledku	D - Článek ve sborníku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Vysoká škola báňská - Technická univerzita Ostrava / Ekonomická fakulta
http://linked.open...dnocenehoVysledku	680886
http://linked.open...ai/riv/idVysledku	RIV/61989100:27510/01:00000736
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	GARCH model, fuzzy regression, fuzzy number (en)
http://linked.open.../riv/klicoveSlovo	fuzzy regression fuzzy number GARCH model
http://linked.open...ontrolniKodProRIV	[8A813F58DC7D]
http://linked.open...v/mistoKonaniAkce	Hradec Králové
http://linked.open...i/riv/mistoVydani	Praha
http://linked.open...i/riv/nazevZdroje	Mathematical Methods in Economics 2001
http://linked.open...in/vavai/riv/obor	AH
http://linked.open...ichTvurcuVysledku	1 (xsd:int)
http://linked.open...cetTvurcuVysledku	1 (xsd:int)
http://linked.open...ocetUcastnikuAkce	0 (xsd:int)
http://linked.open...nichUcastnikuAkce	0 (xsd:int)
http://linked.open...UplatneniVysledku	2001
http://linked.open...iv/tvurceVysledku	Zmeškal, Zdeněk
http://linked.open...vavai/riv/typAkce	EUR - Evropská
http://linked.open.../riv/zahajeniAkce	2001-09-05 (xsd:date)
http://linked.open...n/vavai/riv/zamer	http://linked.opendata.cz/resource/domain/vavai/zamer/MSM%20275100015
number of pages	4 (xsd:int)
http://purl.org/ne...btex#hasPublisher	Vysoká škola ekonomická v Praze
https://schema.org/isbn	80-245-0196-1
http://localhost/t...ganizacniJednotka	27510

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