ARIMAX-EGARCH quantitative model for prediction of the Colombian exchange rate (COP/USD)

Resultado de la investigación: Contribución a una revistaArtículoInvestigaciónrevisión exhaustiva

Resumen

© 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.
IdiomaInglés estadounidense
PublicaciónEspacios
EstadoPublicada - 1 ene 2018

Huella dactilar

Decision making
Planning
Industry
Prediction
Exchange rates
Quantitative model
Financial planning
EGARCH model
Econometric models
Exchange rate risk

Citar esto

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title = "ARIMAX-EGARCH quantitative model for prediction of the Colombian exchange rate (COP/USD)",
abstract = "{\circledC} 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.",
author = "{Mart{\'i}nez Orozco}, {Mario Alberto} and {Guzm{\'a}n Aguilar}, {Diana Sirley} and {P{\'e}rez Ram{\'i}rez}, {Fredy Ocaris} and {Mar{\'i}n Rodr{\'i}guez}, {Nini Johana}",
year = "2018",
month = "1",
day = "1",
language = "American English",
journal = "Espacios",
issn = "0798-1015",
publisher = "Revista Espacios",

}

ARIMAX-EGARCH quantitative model for prediction of the Colombian exchange rate (COP/USD). / Martínez Orozco, Mario Alberto; Guzmán Aguilar, Diana Sirley; Pérez Ramírez, Fredy Ocaris; Marín Rodríguez, Nini Johana.

En: Espacios, 01.01.2018.

Resultado de la investigación: Contribución a una revistaArtículoInvestigaciónrevisión exhaustiva

TY - JOUR

T1 - ARIMAX-EGARCH quantitative model for prediction of the Colombian exchange rate (COP/USD)

AU - Martínez Orozco, Mario Alberto

AU - Guzmán Aguilar, Diana Sirley

AU - Pérez Ramírez, Fredy Ocaris

AU - Marín Rodríguez, Nini Johana

PY - 2018/1/1

Y1 - 2018/1/1

N2 - © 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.

AB - © 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.

M3 - Article

JO - Espacios

T2 - Espacios

JF - Espacios

SN - 0798-1015

ER -