The Comparative Comparison of Exchange Rate Models

Cilt: 6 Sayı: 2 1 Nisan 2016
  • Kamran Mahmodpour
  • Yaser Sistani Badooei
  • Hadiseh Mohseni
  • Saman Veismoradi
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EN

The Comparative Comparison of Exchange Rate Models

Abstract

One of the most important and effectiveness of macroeconomics variables is prediction of future exchange rate trend which heavily considered by economic scholars. Its changes affects different parts of economic, thus it is necessary to model it to provide more suitable economic advising. In order to do that, in this paper we have used SARIMA, ARCH and GARCH models to simulate the time series trends of exchange rate in Iranian non-official market. The results show that GARCH (Generalized Autoregressive Conditional Heteroskedastistiy) provides better and more acceptable outputs than SARIMA.

Keywords

Ayrıntılar

Birincil Dil

İngilizce

Konular

-

Bölüm

-

Yazarlar

Kamran Mahmodpour Bu kişi benim

Yaser Sistani Badooei Bu kişi benim

Hadiseh Mohseni Bu kişi benim

Saman Veismoradi Bu kişi benim

Yayımlanma Tarihi

1 Nisan 2016

Gönderilme Tarihi

1 Nisan 2016

Kabul Tarihi

-

Yayımlandığı Sayı

Yıl 2016 Cilt: 6 Sayı: 2

Kaynak Göster

APA
Mahmodpour, K., Badooei, Y. S., Mohseni, H., & Veismoradi, S. (2016). The Comparative Comparison of Exchange Rate Models. International Journal of Economics and Financial Issues, 6(2), 380-385. https://izlik.org/JA95LW35FG
AMA
1.Mahmodpour K, Badooei YS, Mohseni H, Veismoradi S. The Comparative Comparison of Exchange Rate Models. IJEFI. 2016;6(2):380-385. https://izlik.org/JA95LW35FG
Chicago
Mahmodpour, Kamran, Yaser Sistani Badooei, Hadiseh Mohseni, ve Saman Veismoradi. 2016. “The Comparative Comparison of Exchange Rate Models”. International Journal of Economics and Financial Issues 6 (2): 380-85. https://izlik.org/JA95LW35FG.
EndNote
Mahmodpour K, Badooei YS, Mohseni H, Veismoradi S (01 Nisan 2016) The Comparative Comparison of Exchange Rate Models. International Journal of Economics and Financial Issues 6 2 380–385.
IEEE
[1]K. Mahmodpour, Y. S. Badooei, H. Mohseni, ve S. Veismoradi, “The Comparative Comparison of Exchange Rate Models”, IJEFI, c. 6, sy 2, ss. 380–385, Nis. 2016, [çevrimiçi]. Erişim adresi: https://izlik.org/JA95LW35FG
ISNAD
Mahmodpour, Kamran - Badooei, Yaser Sistani - Mohseni, Hadiseh - Veismoradi, Saman. “The Comparative Comparison of Exchange Rate Models”. International Journal of Economics and Financial Issues 6/2 (01 Nisan 2016): 380-385. https://izlik.org/JA95LW35FG.
JAMA
1.Mahmodpour K, Badooei YS, Mohseni H, Veismoradi S. The Comparative Comparison of Exchange Rate Models. IJEFI. 2016;6:380–385.
MLA
Mahmodpour, Kamran, vd. “The Comparative Comparison of Exchange Rate Models”. International Journal of Economics and Financial Issues, c. 6, sy 2, Nisan 2016, ss. 380-5, https://izlik.org/JA95LW35FG.
Vancouver
1.Kamran Mahmodpour, Yaser Sistani Badooei, Hadiseh Mohseni, Saman Veismoradi. The Comparative Comparison of Exchange Rate Models. IJEFI [Internet]. 01 Nisan 2016;6(2):380-5. Erişim adresi: https://izlik.org/JA95LW35FG