MODELING EXCHANGE RATE CHANGE BASED ON THE ANALYSIS OF FUNDAMENTAL INDICATORS

The article deals with analysis of economic fundamental data and the issue of modeling of change in exchange rate EUR/USD. On the basis of statistical methods from the analysis was developed a model which helps to predict the range of currencies.

Bibliographic Details
Main Authors: Sergey A. Timofeev, Vladimir N. Yuryev
Format: Article
Language:Russian
Published: Plekhanov Russian University of Economics 2016-08-01
Series:Статистика и экономика
Subjects:
Online Access:https://statecon.rea.ru/jour/article/view/193