Volatility transmissions between shocks to the oil price and inflation: evidence from a bivariate GARCH approach

[Advances in Intelligent Systems and Com

[Advances in Intelligent Systems and Computing] Uncertainty Analysis in Econometrics with Applications Volume 200 || Analysis of Volatility and Dependence between the Tourist Arrivals from China to Thailand and Singapore: A Copula-Based GARCH Approach

✍ Huynh, Van-Nam; Kreinovich, Vladik; Sriboonchitta, Songsak; Suriya, Komsan 📂 Article 📅 2013 🏛 Springer Berlin Heidelberg 🌐 English ⚖ 292 KB

Unlike uncertain dynamical systems in physical sciences where models for prediction are somewhat given to us by physical laws, uncertain dynamical systems in economics need statistical models. In this context, modeling and optimization surface as basic ingredients for fruitful applications. This vol