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: | Xiang-Rou Kuan, 管相柔 |
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Other Authors: | Yi-Nung Yang |
Format: | Others |
Language: | zh-TW |
Online Access: | http://ndltd.ncl.edu.tw/handle/03088242918697259288 |
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