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 …

volatility, the conditional standard deviation for inflation was obtained from the GARCH model. Inflation expectation was solved …The study has as its objectives, to determine the influence of price volatility and price expectation in the rate of … policy has influenced inflation by reducing price volatility and expectation towards zero. The study applied the maximum …

the analysis of the profitableness and the risk of financial titles as part of a portfolio on the Romanian market of … relationship of risk in the previous chapter and establishes that the analysis of the risk of a portfolio can only be made in close … correlation profitability � risk. Second part proposes of a model for the financial analysis of risk and profitability starting …

In conditions of high exchange rate volatility, entities conducting foreign trade transactions are subject to currency … risk exposures, which may have a significant impact on financial performance and operating profitability. The research … of risk management operations for entities holding assets or liabilities denominated in a currency. Research methodology …

hypothesis in the Romanian financial market case; 2) a critical distinction between the concept of "risk" and the concept of … "incertitude"; 3) the use of the individual yield/risk ratio versus the market one as a selection variable; 4) the renouncement at … disfunctions, there is a possibility to build an "optimal" portfolio based on a yield-risk arbitrage inside an efficiency frontier …

This paper presents the most known methods used for audit risk evaluation. The goal of audit is to express a competent … it appears the risk that the auditor to give an opinion that does not correspond to the truth. In present there are a lot … of models for risk evaluation in audit, some practically orientated and some theoretically orientated. This paper …