The Comparison among ARIMA and hybrid ARIMA-GARCH Models in Forecasting the Exchange Rate of Iran
This paper attempts to compare the forecasting performance of the ARIMA model and hybrid ARMA-GARCH Models by using daily data of the Iran’s exchange rate against the U.S. Dollar (IRR/USD) for the period of 20 March 2014 to 20 June 2015. The period of 20 March 2014 to 19 April 2015 was used to build...
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| Autors principals: | , |
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| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
University of Sistan and Baluchestan
2015-12-01
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| Col·lecció: | International Journal of Business and Development Studies |
| Matèries: | |
| Accés en línia: | https://ijbds.usb.ac.ir/article_2198_4150a14b626373be361539db9796e1de.pdf |
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