Analyzing Rupiah-USD Exchange Rate Dynamics: A Study with ARCH and GARCH Models
The study aims to analyze the volatility of the Rupiah-USD exchange rate and predict future fluctuations using the Autoregressive Conditional Heteroskedasticity (ARCH) and Generalized Autoregressive Conditional Heteroskedasticity (GARCH) models. The exchange rate data, spanning from January 2010 to...
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| Główni autorzy: | , , |
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| Format: | Artigo |
| Język: | Inglês |
| Wydane: |
Society of Visual Informatics
2024-11-01
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| Seria: | JOIV: International Journal on Informatics Visualization |
| Hasła przedmiotowe: | |
| Dostęp online: | https://joiv.org/index.php/joiv/article/view/3251 |
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