problem the Basel Accord introduced a backtesting procedure, whereby banks using models that led to excessive violations are … excessive violations, thereby suggesting the current penalty structure is not severe enough to control risk management. In …

Forecasting is an underestimated field of research in supply chain management. Recently advanced methods are coming … and transparency. In this chapter we explore advanced forecasting tools for decision support in supply chain scenarios and …Making sense of data may benefit from high volume data acquisition and analysis using GARCH and VAR-MGARCH (Datta et al …

Proof that application of GARCH technique offers potential for profitability. Forecasting is an underestimated field of … forecasting methods in context of supply chains and demonstrated financial profitability from use of the GARCH technique. It … advanced forecasting tools for decision support in supply chain scenarios and provide preliminary simulation results from their …

This paper examines the forecasting performance of GARCH’s models used with agricultural commodities data. We compare … different possible sources of forecasting improvement, using various statistical distributions and models. We have chosen to … containing a genuine stock index also. The implied goal is to find out if the GARCH models are more fitted for stock indices than …

This study investigates the volatility in daily stock returns for Total Nigeria Plc using nine variants of GARCH models … approach. We found from the results of the estimations that the persistence of the GARCH models are stable except for few cases …

This study investigates the volatility in daily stock returns for Total Nigeria Plc using nine variants of GARCH models … approach. We found from the results of the estimations that the persistence of the GARCH models are stable except for few cases …

and forecasts; (9) optimizing threshold violations and economic benefits; and (10) optimizing private and public benefits …