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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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
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spelling Exchange rate USD/MXN forecast through econometric models, time series and HOWMA operatorsLeón-Castro, ErnestoAvilés-Ochoa, EzequielGil Lafuente, Anna MariaModels economètricsTemps real (Informàtica)Teoria d'operadorsEconometric modelsReal-time data processingOperator theoryThis 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.Academy of Economic Studies in Bucharest2018201820162018info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersion16 p.application/pdfapplication/pdfhttps://hdl.handle.net/2445/125396Articles publicats en revistes (Empresa)reponame:Recercat. Dipósit de la Recerca de Catalunyainstname:Varias* (Consorci de Biblioteques Universitáries de Catalunya, Centre de Serveis Científics i Acadèmics de Catalunya)InglésReproducció del document publicat a: http://www.ecocyb.ase.ro/Articles2016_4.htmEconomic Computation and Economic Cybernetics Studies and Research, 2016, vol. 50, num. 4, p. 135-150(c) León-Castro, Ernesto et al., 2016info:eu-repo/semantics/openAccessoai:recercat.cat:2445/1253962026-05-29T05:05:01Z
dc.title.none.fl_str_mv Exchange rate USD/MXN forecast through econometric models, time series and HOWMA operators
title Exchange rate USD/MXN forecast through econometric models, time series and HOWMA operators
spellingShingle Exchange rate USD/MXN forecast through econometric models, time series and HOWMA operators
León-Castro, Ernesto
Models economètrics
Temps real (Informàtica)
Teoria d'operadors
Econometric models
Real-time data processing
Operator theory
title_short Exchange rate USD/MXN forecast through econometric models, time series and HOWMA operators
title_full Exchange rate USD/MXN forecast through econometric models, time series and HOWMA operators
title_fullStr Exchange rate USD/MXN forecast through econometric models, time series and HOWMA operators
title_full_unstemmed Exchange rate USD/MXN forecast through econometric models, time series and HOWMA operators
title_sort Exchange rate USD/MXN forecast through econometric models, time series and HOWMA operators
dc.creator.none.fl_str_mv León-Castro, Ernesto
Avilés-Ochoa, Ezequiel
Gil Lafuente, Anna Maria
author León-Castro, Ernesto
author_facet León-Castro, Ernesto
Avilés-Ochoa, Ezequiel
Gil Lafuente, Anna Maria
author_role author
author2 Avilés-Ochoa, Ezequiel
Gil Lafuente, Anna Maria
author2_role author
author
dc.subject.none.fl_str_mv Models economètrics
Temps real (Informàtica)
Teoria d'operadors
Econometric models
Real-time data processing
Operator theory
topic Models economètrics
Temps real (Informàtica)
Teoria d'operadors
Econometric models
Real-time data processing
Operator theory
description 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.
publishDate 2016
dc.date.none.fl_str_mv 2016
2018
2018
2018
dc.type.none.fl_str_mv info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
format article
status_str publishedVersion
dc.identifier.none.fl_str_mv https://hdl.handle.net/2445/125396
url https://hdl.handle.net/2445/125396
dc.language.none.fl_str_mv Inglés
language_invalid_str_mv Inglés
dc.relation.none.fl_str_mv Reproducció del document publicat a: http://www.ecocyb.ase.ro/Articles2016_4.htm
Economic Computation and Economic Cybernetics Studies and Research, 2016, vol. 50, num. 4, p. 135-150
dc.rights.none.fl_str_mv (c) León-Castro, Ernesto et al., 2016
info:eu-repo/semantics/openAccess
rights_invalid_str_mv (c) León-Castro, Ernesto et al., 2016
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv 16 p.
application/pdf
application/pdf
dc.publisher.none.fl_str_mv Academy of Economic Studies in Bucharest
publisher.none.fl_str_mv Academy of Economic Studies in Bucharest
dc.source.none.fl_str_mv Articles publicats en revistes (Empresa)
reponame:Recercat. Dipósit de la Recerca de Catalunya
instname:Varias* (Consorci de Biblioteques Universitáries de Catalunya, Centre de Serveis Científics i Acadèmics de Catalunya)
instname_str Varias* (Consorci de Biblioteques Universitáries de Catalunya, Centre de Serveis Científics i Acadèmics de Catalunya)
reponame_str Recercat. Dipósit de la Recerca de Catalunya
collection Recercat. Dipósit de la Recerca de Catalunya
repository.name.fl_str_mv
repository.mail.fl_str_mv
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score 15,81155

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