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

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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.
Idioma originalInglés estadounidense
PublicaciónEspacios
EstadoPublicada - 1 ene 2018

Huella Profundice en los temas de investigación de 'ARIMAX-EGARCH quantitative model for prediction of the Colombian exchange rate (COP/USD)'. En conjunto forman una huella única.

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