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...
| Autores: | , , |
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| 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 |
| 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. |
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