Pregled bibliografske jedinice broj: 223521
Modelling Exchange Rate Volatility in Croatia
Modelling Exchange Rate Volatility in Croatia // International Symposium on Operational Research in Slovenia (SOR '05) : proceedings / Zadnik Stirn, Lidija ; Drobne, Samo (ur.).
Ljubljana: Slovensko društvo informatika, 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 : Slovensko društvo informatika, 2005, 279-284
ISBN
961-6165-20-8
Skup
International Symposium on Operational Research in Slovenia
Mjesto i datum
Nova Gorica, Slovenija, 28.09.2005. - 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.
