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 …

Forecasting is an underestimated field of research in supply chain management. Recently advanced methods are coming … this paper we explore advanced forecasting tools for decision support in supply chain scenarios and provide preliminary …Application of econometric principles and techniques (VAR-MGARCH) to risk analytics and forecasting in operations …

data. This paper proposes some modifications to adaptan advanced forecasting technique (GARCH) with the aim to develop it …Forecasting is a necessity almost in any operation. However, the tools of forecasting are still primitive in viewof the … as a decision support tool applicableto a wide variety of operations including supply chain management (SCM). We have …

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 …

-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 …

historical by nature such as different GARCH models. I find that implied volatility has predictive power in forecasting future … currencies GARCH volatility forecasts outperform implied volatility. …