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- W100504078 abstract "A new method of construction of regimeswitching models based on utilization of aggregation operators has been recently indicated in [2] (without any appropriate investigation of its practical usability). The goal of this paper is to provide a comprehensive exposition of the new method of model construction and mainly to explore their usability in practical modeling (using the time series of exchange rates of the Slovak Crown to Euro). We conclude that the new models exhibit superior in-sample as well as outof-sample fitting performance in comparison with models based on more standard approaches to time series analysis." @default.
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- W100504078 date "2005-01-01" @default.
- W100504078 modified "2023-09-26" @default.
- W100504078 title "Application of aggregation operators in regime-switching models for exchange rates." @default.
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