Forecasting exchange rate: a time series analysis

MaRDI QIDQ3052981zbMATH OpenFDO

Authors Mohammed Ahmed Ali Alsaleh, Ahmad Mohamad al-Kandary

Publication date 3 November 2010

Full work available at URL http://pphmj.com/abstract/5162.htm

zbMATH Keywords

Arima modelForex marketregression modelseasonal index

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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