Pretražite po imenu i prezimenu autora, mentora, urednika, prevoditelja

Napredna pretraga

Pregled bibliografske jedinice broj: 223521

Modelling Exchange Rate Volatility in Croatia


Erjavec, Nataša; Cota, Boris
Modelling Exchange Rate Volatility in Croatia // International Symposium on Operational Research in Slovenia (SOR '05) : proceedings / Zadnik Stirn, Lidija ; Drobne, Samo (ur.).
Ljubljana: Slovenian Society Informatika (SDI), Section for Operational Research (SOR), 2005. str. 279-284 (predavanje, međunarodna recenzija, cjeloviti rad (in extenso), znanstveni)


CROSBI ID: 223521 Za ispravke kontaktirajte CROSBI podršku putem web obrasca

Naslov
Modelling Exchange Rate Volatility in Croatia

Autori
Erjavec, Nataša ; Cota, Boris

Vrsta, podvrsta i kategorija rada
Radovi u zbornicima skupova, cjeloviti rad (in extenso), znanstveni

Izvornik
International Symposium on Operational Research in Slovenia (SOR '05) : proceedings / Zadnik Stirn, Lidija ; Drobne, Samo - Ljubljana : Slovenian Society Informatika (SDI), Section for Operational Research (SOR), 2005, 279-284

ISBN
961-6165-20-8

Skup
International Symposium on Operational Research in Slovenia

Mjesto i datum
Nova Gorica, Slovenija, 28.-30.09.2005

Vrsta sudjelovanja
Predavanje

Vrsta recenzije
Međunarodna recenzija

Ključne riječi
volatility models; exchange rate volatility; GARCH

Sažetak
There is no accepted model of firm behaviour subject to risk arising from fluctuations in exchange rates and other variables. The consensus on the appropriate method for measuring exchange rate volatility does not exist. A wide variety of methods that could be used to generate predicted values of exchange rate uncertainty have been proposed. Firms engaged in trade would make an effort to develop such forecasts. We employed GARCH type models and used data on the percentage change of daily exchange rate between Croatian kuna and US dollar.

Izvorni jezik
Engleski

Znanstvena područja
Ekonomija

Napomena
Zbornik je indeksiran u ISIProceedings Base.



POVEZANOST RADA


Projekti:
0067031

Ustanove:
Ekonomski fakultet, Zagreb

Profili:

Avatar Url Nataša Erjavec (autor)

Avatar Url Boris Cota (autor)


Citiraj ovu publikaciju

Erjavec, Nataša; Cota, Boris
Modelling Exchange Rate Volatility in Croatia // International Symposium on Operational Research in Slovenia (SOR '05) : proceedings / Zadnik Stirn, Lidija ; Drobne, Samo (ur.).
Ljubljana: Slovenian Society Informatika (SDI), Section for Operational Research (SOR), 2005. str. 279-284 (predavanje, međunarodna recenzija, cjeloviti rad (in extenso), znanstveni)
Erjavec, N. & Cota, B. (2005) Modelling Exchange Rate Volatility in Croatia. U: Zadnik Stirn, L. & Drobne, S. (ur.)International Symposium on Operational Research in Slovenia (SOR '05) : proceedings.
@article{article, year = {2005}, pages = {279-284}, keywords = {volatility models, exchange rate volatility, GARCH}, isbn = {961-6165-20-8}, title = {Modelling Exchange Rate Volatility in Croatia}, keyword = {volatility models, exchange rate volatility, GARCH}, publisher = {Slovenian Society Informatika (SDI), Section for Operational Research (SOR)}, publisherplace = {Nova Gorica, Slovenija} }
@article{article, year = {2005}, pages = {279-284}, keywords = {volatility models, exchange rate volatility, GARCH}, isbn = {961-6165-20-8}, title = {Modelling Exchange Rate Volatility in Croatia}, keyword = {volatility models, exchange rate volatility, GARCH}, publisher = {Slovenian Society Informatika (SDI), Section for Operational Research (SOR)}, publisherplace = {Nova Gorica, Slovenija} }




Contrast
Increase Font
Decrease Font
Dyslexic Font