-ante forecasting. In this paper we analyze the impact of exchange rate uncertainty on specific categories of exports and imports for 13 …. Parametric threshold models are found to outperform linear regression models in terms of fitting and ex-ante forecasting. In …

world market demand together with the level of exports constitute a significant cointegration relationship. A forecasting …

models (GARCH), which are widely used for forecasting non - stationary time series. GARCH methodology was discussed and non … forecasting model suitability for the analysed data. In the second part of the paper using discussed non - stationary time series … analysis methods stock exchange index volatility tendencies were explored, the best suited mathematical forecasting models were …

Currency exchange rate forecasting is a subject that concerns many parties that participate in foreign exchange market … significant variance equation coefficient and the lowest Schwartz Criterion value were selected for forecasting. One-step ahead …, out-of-sample forecasting was carried out for USD/EUR and GBP/JPY currency pairs. Forecasting results show that GARCH …

can be used in risk measurement and forecasting. Value at risk (VaR) is a widely used measure of financial risk, which … series analysis conducted and led to the forecasting of the returns. It was noted that these methods could not be used in … relation of assets with each other. Furthermore, we also examined the environment as a whole, then applied forecasting models …