Bibliography

Conference Paper (international conference)

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

Komorník J., Komorníková Magda, Mesiarová J.

: Proceedings of the 10th IFSA World Congress. IFSA 2003, p. 438-441 , Eds: Kaynak O.

: Bogaziai University, (Istanbul 2003)

: IFSA 2003. International Fuzzy Systems Association World Congress /10./, (Istanbul, TR, 30.06.2003-02.07.2003)

: CEZ:AV0Z1075907

: time series, regime-switching models, SETAR - LSTAR

(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.

: 12A

: BA