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Price Volatility, Expectations and Monetary Policy in Nigeria

Olumide, Ajimuda - In: Annals - Economy Series 1 (2009) May, pp. 109-140

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

A New Approach in Rentability and Capital Risk Management

Badea, Leonardo - In: Theoretical and Applied Economics 1(496) (2006) 1(496), pp. 73-79

The paper deals with an analytical manner with the financial analysis of the decisions of investments, concentrating on the analysis of the profitableness and the risk of financial titles as part of a portfolio on the Romanian market of capital. First part deals with problems of modern theories...

Persistent link: https://www.econbiz.de/10005581584

Analiza riscului în evaluarea oportunitatilor internationale de investitii. Perspective în modelarea si previzionarea volatilitatii utilizate în estimarea riscului

Matei, Marius - Institutul de Prognoza Economica, Institutul National … - 2009

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

Analiza sistemului agroalimentar Românesc

Toderoiu, Filon; Ştefănescu, Carmen; Florian, Violeta; … - 2003

Persistent link: https://www.econbiz.de/10001781485

Competitivitatea sectorului agroalimentar românesc in contextul integrarii in Uniunea Europeana

Petrescu, Irina-Elena - 2017

Persistent link: https://www.econbiz.de/10012207061