We analyze exchange rate volatility in the Visegrad Four countries in the course of their abandoning tight regimes for … generalized error distribution. The overall findings are that volatility path dependence has a limited effect on exchange rate … developments and introduction of floating regimes tends to increase exchange rate volatility. During the period of flexible regimes …

analyze recent developments in the volatility of exchange rates of the Central European countries (the Visegrad Group) and a … exchange rate volatility: squared returns parametric model and GARCH. Both methods provide identical results for the currencies … of the Visegrad group: an increase in volatility after a floating exchange rate regime was introduced. The case of the …

fractal power laws and scaling will be explained. The main part focuses on the estimation of the tail index as a scaling …

Guttman (1947) developed a scaling method in which the items measuring an attribute can be ordered according to the … strength of the attribute. The Guttman scaling model assumes that every member of the population belongs to a scale type and … contingency tables, pi-star can be applied to latent class models, including scaling models for dichotomous data. This study …

processes, this study developed theoretical constructs for scaling and amalgamation of the different performance measures, and … for analyzing the different kinds of trade-offs. The scaling of performance measures yields a consistent or dimensionless … alternative methods for scaling and amalgamation. Also, recognizing that project outcomes are not always known with certainty, the …

-term volatility of the real exchange rate with its slow convergence to parity. Further, the drift and diffusion of the real exchange …

We examine two distinct and important dimensions (e.g. symmetry vs. asymmetry and linearity vs. nonlinearity) of price …