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Warwick Smith, Anca M. Hanea and Mark A. Burgman
Economic and financial forecasts are important for business planning and government policy but are notoriously challenging. We take advantage of recent advances in individual and group judgement, and a data set of economic and financial forecasts compile...
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Flavius Darie
Pág. 103 - 117
This study investigates whether different specifications of univariate GARCH models can usefully forecast volatility on the foreign exchange market. The study uses only forecasts from an asymmetric GARCH model, namely Exponential GARCH (EGARCH) for CHF/R...
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Alan Kanamatovich Karaev, Oksana S. Gorlova, Marina L. Sedova, Vadim V. Ponkratov, Nataliya S. Shmigol and Svetlana E. Demidova
Improving the accuracy of cash flow forecasting in the TSA is the key to fulfilling government payment obligations, minimizing the cost of maintaining the cash reserve, providing the absence of outstanding debt accumulation, and ensuring investment in va...
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Furkan Kayim,Atinç Yilmaz
Pág. 16 - 24
In ancient times, trade was carried out by barter. With the use of money and similar means, the concept of financial instruments emerged. Financial instruments are tools and documents used in the economy. Financial instruments can be foreign exchange rat...
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Dimitrios Kartsonakis Mademlis,Nikolaos Dritsakis
Pág. 49 - 60
In several financial applications, it is extremely useful to predict volatility with the highest precision. Neural Networks alongside GARCH-type models have been extensively employed in the last decades for estimating volatility of financial indices. The...
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