Similar Search Results

Nonlinear time series and neural-network models of exchange rates between the US Dollar and major currencies

Allen, David E.; McAleer, Michael; Peiris, Shelton; … - 2015

in US dollar terms. Euro, British pound, Chinese yuan, and Japanese yen are modelled using a variety of non-linear models …

Persistent link: https://www.econbiz.de/10011378229

Nonlinear time series and neural-network models of echange rates between the US Dollar and major currencies

Allen, David E.; McAleer, Michael; Peiris, Shelton; … - In: Risks : open access journal 4 (2016) 1, pp. 1-14

in US dollar terms. Euro, British pound, Chinese yuan, and Japanese yen are modelled using a variety of non-linear models …

Persistent link: https://www.econbiz.de/10011443686

Nonlinear time series and neural-network models of exchange rates between the US dollar and major currencies

Allen, David E.; McAleer, Michael; Shelton, Peiris; … - 2015

Persistent link: https://www.econbiz.de/10011432736

A seasonal Arima model for daily Nigerian Naira-US Dollar exchange rates

Etuk, Ette H. - In: Asian Journal of Empirical Research 2 (2012) 6, pp. 219-227

Time series analysis of daily Nigerian Naira-US Dollar Exchange Rates (DNDER) data is conducted. The time plot reveals a positive trend. Seasonality of order 7 is observed; troughs tend to appear on Mondays and peaks on Fridays. Seasonal differencing once produced a series SDDNDER with a slightly...

Persistent link: https://www.econbiz.de/10009723288

A filtering process to remove the stochastic component from intraday seasonal volatility

Cho, Jang Hyung; Daigler, Robert T. - In: The journal of futures markets 34 (2014) 5, pp. 479-495

Persistent link: https://www.econbiz.de/10010370879

Forecasting the Exchange Rates of the Iraqi Dinar against the US Dollar using the Time Series model (ARIMA)

Farhan, Dr. Alaa Kadhim - 2020

Estimating the exchange rate is considered a key tool for economic planning and reaching economic stability. This study aims to reach the best model for predicting exchange rates of Iraqi Dinar against the U.S. dollar in the period (2008-2017). For this purpose the following methods have been...

Persistent link: https://www.econbiz.de/10012842122