Crisp and fuzzy regime-switching models for exchange rates of the Slovak crown to Euro

0411177 20240103182307.420060210235959.9 Crisp and fuzzy regime-switching models for exchange rates of the Slovak crown to Euro Istanbul Bogaziai University 2003 4 s. Proceedings of the 10th IFSA World Congress. IFSA 2003438-441KaynakO. time series regime-switching models SETAR - LSTAR cav_un_auth*0015560 Komorník J. SK cav_un_auth*0101134 Komorníková Magda UTIA-B Ústav teorie informace a automatizace AV ČR, v. v. i. cav_un_auth*0213098 Mesiarová J. SK 12A CEZ:AV0Z1075907 Modelled exchange rates of the Slovak crown to Euro by crisp regime-switching SETAR models and by fuzzy regime-switching LSTAR models are considered. Fuzzy regime-switching modelling results to more than 10% improvement of average mean square error. cav_un_auth*0208681 IFSA 2003. International Fuzzy Systems Association World Congress /10./ Istanbul TR 30.06.2003-02.07.2003 BA E http://hdl.handle.net/11104/0131263 UTIA-B 20030164 2003 2003 Istanbul Bogaziai University Proceedings of the 10th IFSA World Congress. IFSA 2003 438 441 Kaynak O. 340