| bibtype |
C -
Conference Paper (international conference)
|
| ARLID |
0411177 |
| utime |
20240103182307.4 |
| mtime |
20060210235959.9 |
| title
(primary) (eng) |
Crisp and fuzzy regime-switching models for exchange rates of the Slovak crown to Euro |
| publisher |
| place |
Istanbul |
| name |
Bogaziai University |
| pub_time |
2003 |
|
| specification |
|
| serial |
| title
|
Proceedings of the 10th IFSA World Congress. IFSA 2003 |
| page_num |
438-441 |
| editor |
|
|
| keyword |
time series |
| keyword |
regime-switching models |
| keyword |
SETAR - LSTAR |
| author
(primary) |
| ARLID |
cav_un_auth*0015560 |
| name1 |
Komorník |
| name2 |
J. |
| country |
SK |
|
| author
|
| ARLID |
cav_un_auth*0101134 |
| name1 |
Komorníková |
| name2 |
Magda |
| institution |
UTIA-B |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| author
|
| ARLID |
cav_un_auth*0213098 |
| name1 |
Mesiarová |
| name2 |
J. |
| country |
SK |
|
| COSATI |
12A |
| cas_special |
| research |
CEZ:AV0Z1075907 |
| abstract
(eng) |
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. |
| action |
| ARLID |
cav_un_auth*0208681 |
| name |
IFSA 2003. International Fuzzy Systems Association World Congress /10./ |
| place |
Istanbul |
| country |
TR |
| dates |
30.06.2003-02.07.2003 |
|
| RIV |
BA |
| department |
E |
| permalink |
http://hdl.handle.net/11104/0131263 |
| ID_orig |
UTIA-B 20030164 |
| arlyear |
2003 |
| mrcbU10 |
2003 |
| mrcbU10 |
Istanbul Bogaziai University |
| mrcbU63 |
Proceedings of the 10th IFSA World Congress. IFSA 2003 438 441 |
| mrcbU67 |
Kaynak O. 340 |
|