Year: 2023
Type: article
Abstract: The article is part of the investigations of the School of Accounting and Finance of the University of Havana on financial risk management and, in particular, on exchange risk. It is part of the publications of Dr. Fidel de la Oliva de Con on the subject, specifically in relation to forecasting the behavior of exchange rates as a basis for an adequate strategy to hedge the risk caused by the fluctuations of this variable. The objective of the study, and that distinguishes it from the previous ones, is to provide the reader with instructions that guide the management of statistical software E-Views for the forecast of exchange rates, based on the contrast of three techniques: the exponential smoothing, the ARIMA models and the ARCH-GARCH models.
Source: Cofin Habana
Institution: University of Havana
Language: Spanish
Field: Decision Sciences
Domain: Social Sciences
Open Access status: diamond
OpenAlex ID: W7219976493