Zobrazeno 1 - 1
of 1
pro vyhledávání: '"Joice G. Oliveira"'
Publikováno v:
RAM. Revista de Administração Mackenzie, Vol 20, Iss 4 (2019)
Purpose: The objective of this article is to model a minute series of exchange rates for the EUR/USD pair using the singular spectrum analysis (SSA) and ARIMA-GARCH methods and evaluate which one offers better forecasts for a five-minute horizon. Or
Externí odkaz:
https://doaj.org/article/df18c64510d640a9820de1769a323e6a