Exchange rate USD/MXN forecast through econometric models, time series and HOWMA operators

This paper aims to provide models that can predict the exchange rate and generate future scenarios of this variable, this because exchange risk management has become a strategic activity of the corporate governance. Also the study aims to expand the uses of operators like Heavy Ordering Weight Movin...

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Detalles Bibliográficos
Autores: León-Castro, Ernesto, Avilés-Ochoa, Ezequiel, Gil Lafuente, Anna Maria
Tipo de recurso: artículo
Estado:Versión publicada
Fecha de publicación:2016
País:España
Institución:Varias* (Consorci de Biblioteques Universitáries de Catalunya, Centre de Serveis Científics i Acadèmics de Catalunya)
Repositorio:Recercat. Dipósit de la Recerca de Catalunya
OAI Identifier:oai:recercat.cat:2445/125396
Acceso en línea:https://hdl.handle.net/2445/125396
Access Level:acceso abierto
Palabra clave:Models economètrics
Temps real (Informàtica)
Teoria d'operadors
Econometric models
Real-time data processing
Operator theory
Descripción
Sumario:This paper aims to provide models that can predict the exchange rate and generate future scenarios of this variable, this because exchange risk management has become a strategic activity of the corporate governance. Also the study aims to expand the uses of operators like Heavy Ordering Weight Moving Average (HOWMA) in different fields of economy and management.