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 …

coordination and harmonization of all participants’ efforts from the specific activities chain: tourism services suppliers, tour … realized products they incorporate different types of tourist services. Going from these aspects and analyzing in a similar …, successful activity can be achieved when those different participants categories act like a system, into a supply chain. On tour …

acestuia de minimizare a eforturilor computationale (prin transformarea modelelor multivariate GARCH în modele univariate … 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 …