Forecasting of Currency Exchange Rates Variance

Authors

  • Givi Lemonjava The University of Georgia

DOI:

https://doi.org/10.62343/cjss.2017.163

Keywords:

forecasting, currency exchange rates; ARCH and GARCH models

Abstract

The report reviews currency exchange rate forecast issues. For this reason, corresponding time series have been studied based on which features of this type of series have been determined. Taking into account nature of these features, several models have been processed for currency exchange rate forecasting. Comparing the results of the models, the best model is selected and used for estimate currency exchange rate’s future movements.

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Published

31.12.2017

How to Cite

Lemonjava, G. (2017). Forecasting of Currency Exchange Rates Variance. Caucasus Journal of Social Sciences, 10(1), 157–166. https://doi.org/10.62343/cjss.2017.163

Issue

Vol. 10 No. 1 (2017)

Section

Research papers

License

Copyright (c) 2023 Givi Lemonjava

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