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 …

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 …

In conditions of high exchange rate volatility, entities conducting foreign trade transactions are subject to currency …