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Persistent link: https://www.econbiz.de/10010364216
In this article we estimate a small dynamic factor model (DFM) for the short-term forecasting of Slovak GDP. The model …
Persistent link: https://www.econbiz.de/10015247255
In this article we estimate a small dynamic factor model (DFM) for the short-term forecasting of Slovak GDP. The model …
Persistent link: https://www.econbiz.de/10015247501
Forex je najväčším trhom súčasnosti. V nasledovnom článku sa v skrátenej forme zaoberám históriou vývoja mien, začiatkami výmeny jednotlivých platidiel medzi sebou a ich väzbou na drahé kovy. Cieľom článku je analýza súčasného obchodovania so zahraničnými menami a...
Persistent link: https://www.econbiz.de/10009395263
In this paper historical performance of eleven approaches for estimation of one-day 95% value-at-risk is evaluated. Random sample of 1000 foreign exchange portfolios consisting of positions in EUR and USD with CZK as a base currency was considered. Since foreign exchange portfolio consists of...
Persistent link: https://www.econbiz.de/10005036597