© 2018. COP/USD exchange rate is a very important variable for financial planning of Colombian companies expose to exchange rate risk. Therefore, the ability to generate forecasts and have a tool for decision making becomes fundamental. The research aims at the construction of an econometric model for the realization of the daily forecast of the exchange rate. The process was modeled by an ARIMAX - EGARCH model.
|Idioma original||Inglés estadounidense|
|Estado||Publicada - 1 ene 2018|