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...
Wedi'i Gadw mewn:
| Prif Awduron: | , |
|---|---|
| Fformat: | Artigo |
| Iaith: | Inglês |
| Cyhoeddwyd: |
University of Sistan and Baluchestan
2015-12-01
|
| Cyfres: | International Journal of Business and Development Studies |
| Pynciau: | |
| Mynediad Ar-lein: | https://ijbds.usb.ac.ir/article_2198_4150a14b626373be361539db9796e1de.pdf |
| Tagiau: |
Dim Tagiau, Byddwch y cyntaf i dagio'r cofnod hwn!
|