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likelihood estimator in addition to the GARCH (p, q model) to estimate the steady state model of inflation. As a measure of … volatility, the conditional standard deviation for inflation was obtained from the GARCH model. Inflation expectation was solved …
Persistent link: https://www.econbiz.de/10008459912
In this paper we are presenting state of the art information methods and techniques that can be applied in the development of efficient tutorial systems and also the possibility to use genetic algorithms and fuzzy systems in the construction of such systems. All this topics have been studied...
Persistent link: https://www.econbiz.de/10009416530
empiric. Am sugerat ca pentru portofoliile formate din sute si mii de variabile, Principal Component-GARCH este modelul … potrivit de utilizat pentru previzionarea volatilitatii. Calitatile modelului PC-GARCH sunt puse în valoare din perspectiva … acestuia de minimizare a eforturilor computationale (prin transformarea modelelor multivariate GARCH în modele univariate …
Persistent link: https://www.econbiz.de/10008472196
Persistent link: https://www.econbiz.de/10000379800