market, a 2-state regime-switching model with Markov transition chain is carried out. GARCH effects are also built into the …

recently proposed Dynamic Conditional Correlations (DCC) class of GARCH models, I estimate the covariance of the fundamental …

-term univariate traffic condition forecasting method is presented in this dissertation by assimilating knowledge from previous … two conditional moments of univariate traffic flow series can be modeled as a SARIMA+GARCH structure, based on which an … online forecasting system can be developed using seasonal exponential smoothing and Kalman filter. Supplementary components …

components model, where each component can follow a GARCH type process. In general, the main findings of the empirical exercise …

countries with infl ation targets —namely, Chile, Colombia, Mexico and Peru—by fitting GARCH-type models. These countries … concreto, Chile, Colombia, México y Perú—, mediante modelos de la familia de los GARCH. Estas economías representan una amplia …

with the productive chain as a whole, using marketing strategies and searching concepts of Supply Chain Management (SCM). …

technology change the parameters based on time trends may be too large for long run forecasting. When there is clearly …

forecasting system (STIFS) database, are mostly EIA data regularly published in the Monthly Energy Review, Petroleum Supply …