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The Comparative Comparison of Exchange Rate Models

Yıl 2016, Cilt: 6 Sayı: 2, 380 - 385, 01.04.2016

Öz

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.

Yıl 2016, Cilt: 6 Sayı: 2, 380 - 385, 01.04.2016

Öz

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Ayrıntılar

Diğer ID JA53ME59KC
Bölüm Araştırma Makalesi
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
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.
AMA Mahmodpour K, Badooei YS, Mohseni H, Veismoradi S. The Comparative Comparison of Exchange Rate Models. IJEFI. Nisan 2016;6(2):380-385.
Chicago Mahmodpour, Kamran, Yaser Sistani Badooei, Hadiseh Mohseni, ve Saman Veismoradi. “The Comparative Comparison of Exchange Rate Models”. International Journal of Economics and Financial Issues 6, sy. 2 (Nisan 2016): 380-85.
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 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, 2016.
ISNAD Mahmodpour, Kamran vd. “The Comparative Comparison of Exchange Rate Models”. International Journal of Economics and Financial Issues 6/2 (Nisan 2016), 380-385.
JAMA 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, 2016, ss. 380-5.
Vancouver Mahmodpour K, Badooei YS, Mohseni H, Veismoradi S. The Comparative Comparison of Exchange Rate Models. IJEFI. 2016;6(2):380-5.