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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)
Title
  • Application of Fuzzy Garch model for forecasting low-frequency financial data
  • Application of Fuzzy Garch model for forecasting low-frequency financial data (en)
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)
skos:notation
  • RIV/61989100:27510/02:00002388!RIV/2003/GA0/275103/N
http://linked.open.../vavai/riv/strany
  • 358-362
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(GA402/02/1046)
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
  • 638786
http://linked.open...ai/riv/idVysledku
  • RIV/61989100:27510/02:00002388
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • GARCH (1,1) MODEL, FUZZY REGRESSION, TRIANGULAR FUZZY NUMBER, FUZZY-GARCH MODEL, EXCHANGE RATE FORECASTING GENERAL (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [10085ECF0BC0]
http://linked.open...v/mistoKonaniAkce
  • Alfuberia, Portugal
http://linked.open...i/riv/mistoVydani
  • Aachen
http://linked.open...i/riv/nazevZdroje
  • Eunite 2002, European Symphosium on Intelligent Technologies, Hybrid Systems and their Implementation on Smart Adaptive Systems, Alfuberia
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...ocetUcastnikuAkce
http://linked.open...nichUcastnikuAkce
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...iv/tvurceVysledku
  • Zmeškal, Zdeněk
http://linked.open...vavai/riv/typAkce
http://linked.open.../riv/zahajeniAkce
number of pages
http://purl.org/ne...btex#hasPublisher
  • Verlag Mainz, Wissenschaftsverlag
https://schema.org/isbn
  • 3-89653-919-1
http://localhost/t...ganizacniJednotka
  • 27510
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