ANALYSIS AND FORECASTING THE VOLATILITY OF EURO – DOLLAR EXCHANGE RATE

The study on volatility and asymmetry of the exchange rate is applied to the Euro/USD relation. Starting in U.S.A., the financial and economic crisis influenced European Union with a certain delay. On the other hand, this years´ problems in Eurozone are paralleled by rising American economy. That is...

Full description

Bibliographic Details
Main Authors: Václava Pánková, Eva Cihelková, Roman Hušek
Format: Article
Language:English
Published: Croatian Operational Research Society 2010-12-01
Series:Croatian Operational Research Review
Subjects:
Online Access:http://hrcak.srce.hr/index.php?show=clanak&id_clanak_jezik=139836