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 …

. The data covers the period of 2005-2009. To effectively forecast the volatility in the exchange rates, a GARCH model is … forecasting can be made at least for the next day given the high degree of volatility in the crisis period. The paper also reveals …

This article examines the volatility forecasting abilities of three approaches: GARCH-type model that uses carbon … document that GARCH-type models perform better than an implied volatility and the k-nearest neighbor model. This result …

-Switching Autoregressive (MSAR) models with Generalized AutoRegressive Conditional Heteroscedastic (GARCH) errors in each regime to cope with … including a GARCH specification for density forecasts. …

We present an estimation and forecasting method, based on a differential evolution MCMC method, for inference in GARCH … nearly all series. Finally, we carry out a forecasting exercise to evaluate the usefulness of structural break models. …

large number of forecasting models have been designed to forecast crude oil prices' volatility, so far the relative … performance evaluation of competing forecasting models remains an exercise that is unidimensional in nature. To be more specific …

literature on GARCH models favors some rather complex volatility specifications whose relative performance is usually assessed … through their likelihood based on a time series of asset returns. This paper compares a range of GARCH models along a …