Mostrando recursos 1 - 2 de 2

  1. Forecasting volatility in developing countries' nominal exchange returns

    Antonakakis, Nikolaos; Darby, Julia
    This article identifies the best models for forecasting the volatility of daily exchange returns of developing countries. An emerging consensus in the recent literature focusing on industrialized countries has noted the superior performance of the Fractionally Integrated Generalized Autoregressive Conditionally Heteroscedastic (FIGARCH) model in the case of industrialized countries, a result that is reaffirmed here. However, we show that when dealing with developing countries' data the IGARCH model results in substantial gains in terms of the in-sample results and out-of-sample forecasting performance. (authors' abstract)
    (application/pdf) - 18-oct-2016

  2. Kritische Betrachtung des Oppenheimerschen Transformationsgesetzes

    Lessacher, Eva
    Gemäß dem Wirken von Franz Oppenheimer ist ein Forschungspapier entstanden, das an der Schnittstelle von Soziologie, Genossenschafts- und Politikwissenschaft angesiedelt ist. (author's abstract)
    (application/pdf) - 18-oct-2016

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