ECONOMETRIC APPROACH TO DIFFERENCE EQUATIONS MODELING OF EXCHANGE RATES CHANGES
Time series models that are commonly used in econometric modeling are autoregressive stochastic linear models (AR) and models of moving averages (MA). Mentioned models by their structure are actually stochastic difference equations. Therefore, the objective of this paper is to estimate difference eq...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Croatian Operational Research Society
2010-12-01
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| Series: | Croatian Operational Research Review |
| Subjects: | |
| Online Access: | http://hrcak.srce.hr/index.php?show=clanak&id_clanak_jezik=139838 |