Exchange Rates Forecasting：An Application of ARIMA Models
碩士 === 中原大學 === 國際貿易研究所 === 95 === Abstract The purpose of this paper to adopt different frequency data（daily and monthly data）. This paper use forecasting models, which is the univariate time series model of Box-Jenkins ARIMA models as a forecasting approach. Using the spot exchange rates between U...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Online Access: | http://ndltd.ncl.edu.tw/handle/03088242918697259288 |