scholarly journals Analyzing predictive performance of linear models on high-frequency currency exchange rates

2018 ◽  
Vol 5 (2) ◽  
pp. 123-132 ◽  
Author(s):  
Chanakya Serjam ◽  
Akito Sakurai
Keyword(s):  
Exchange Rates ◽  
High Frequency ◽  
Linear Models ◽  
Predictive Performance ◽  
Currency Exchange ◽  
Currency Exchange Rates

scholarly journals Business Days Time Series Weekly Trend and Seasonality

2021 ◽  
Vol 5 (1) ◽  
pp. 26
Author(s):  
Karlis Gutans
Keyword(s):  
Time Series ◽  
Global Warming ◽  
Exchange Rates ◽  
Temperature Data ◽  
Adjustment Method ◽  
Currency Exchange ◽  
Currency Exchange Rates ◽  
Time Series Decomposition ◽  
The World

The world changes at incredible speed. Global warming and enormous money printing are two examples, which do not affect every one of us equally. “Where and when to spend the vacation?”; “In what currency to store the money?” are just a few questions that might get asked more frequently. Knowledge gained from freely available temperature data and currency exchange rates can provide better advice. Classical time series decomposition discovers trend and seasonality patterns in data. I propose to visualize trend and seasonality data in one chart. Furthermore, I developed a calendar adjustment method to obtain weekly trend and seasonality data and display them in the chart.

Volatility changes in European currency exchange rates due to EMS announcements

2002 ◽  
Vol 13 (1) ◽  
pp. 93-108 ◽  
Author(s):  
Charlotte Anne Bond ◽  
Mohammad Najand
Keyword(s):  
Exchange Rates ◽  
European Currency ◽  
Currency Exchange ◽  
Currency Exchange Rates
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