GARCH PROOF OF CONCEPT _ UPDATED 18 DEC 2008

GARCH PROOF OF CONCEPT _ UPDATED 18 DEC 2008

Making sense of data may benefit from high volume data acquisition and analysis using GARCH and VAR-MGARCH (Datta et al 2007) techniques in addition to and in combination with other tools for forecasting and risk analysis in diverse verticals that may span from healthcare to energy (Datta 2008e). In...

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Bibliographic Details
Main Author: Datta, Shoumen
Other Authors: Massachusetts Institute of Technology. Auto-ID Laboratory
Format: Book chapter
Language:English
Published: 2008
Subjects:
Forecasting, SCM, demand amplification, risk management, intelligent decision systems, auto-id, GARCH
Online Access:http://hdl.handle.net/1721.1/43948

Internet

http://hdl.handle.net/1721.1/43948

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