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.
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| Format: | Article |
| Language: | Russian |
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Plekhanov Russian University of Economics
2016-08-01
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| Series: | Статистика и экономика |
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| Online Access: | https://statecon.rea.ru/jour/article/view/193 |
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| _version_ | 1849774822604668928 |
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| author | Sergey A. Timofeev Vladimir N. Yuryev |
| author_facet | Sergey A. Timofeev Vladimir N. Yuryev |
| author_sort | Sergey A. Timofeev |
| collection | DOAJ |
| description | 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. |
| format | Article |
| id | doaj-art-44811a04728f466ebde911ac8ea25bd4 |
| institution | DOAJ |
| issn | 2500-3925 |
| language | Russian |
| publishDate | 2016-08-01 |
| publisher | Plekhanov Russian University of Economics |
| record_format | Article |
| series | Статистика и экономика |
| spelling | doaj-art-44811a04728f466ebde911ac8ea25bd42025-08-20T03:01:35ZrusPlekhanov Russian University of EconomicsСтатистика и экономика2500-39252016-08-010314715110.21686/2500-3925-2013-3-147-151192MODELING EXCHANGE RATE CHANGE BASED ON THE ANALYSIS OF FUNDAMENTAL INDICATORSSergey A. Timofeev0Vladimir N. Yuryev1St. Petersburg State Polytechnic UniversitySt. Petersburg State Polytechnic UniversityThe 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.https://statecon.rea.ru/jour/article/view/193моделированиевалютный курсвалютный рынокстатистический анализпрогнозирование динамики валютного курсаmodelingrate of exchangeexchange markstatistical analysesprediction of dynamic of rate of exchange |
| spellingShingle | Sergey A. Timofeev Vladimir N. Yuryev MODELING EXCHANGE RATE CHANGE BASED ON THE ANALYSIS OF FUNDAMENTAL INDICATORS Статистика и экономика моделирование валютный курс валютный рынок статистический анализ прогнозирование динамики валютного курса modeling rate of exchange exchange mark statistical analyses prediction of dynamic of rate of exchange |
| title | MODELING EXCHANGE RATE CHANGE BASED ON THE ANALYSIS OF FUNDAMENTAL INDICATORS |
| title_full | MODELING EXCHANGE RATE CHANGE BASED ON THE ANALYSIS OF FUNDAMENTAL INDICATORS |
| title_fullStr | MODELING EXCHANGE RATE CHANGE BASED ON THE ANALYSIS OF FUNDAMENTAL INDICATORS |
| title_full_unstemmed | MODELING EXCHANGE RATE CHANGE BASED ON THE ANALYSIS OF FUNDAMENTAL INDICATORS |
| title_short | MODELING EXCHANGE RATE CHANGE BASED ON THE ANALYSIS OF FUNDAMENTAL INDICATORS |
| title_sort | modeling exchange rate change based on the analysis of fundamental indicators |
| topic | моделирование валютный курс валютный рынок статистический анализ прогнозирование динамики валютного курса modeling rate of exchange exchange mark statistical analyses prediction of dynamic of rate of exchange |
| url | https://statecon.rea.ru/jour/article/view/193 |
| work_keys_str_mv | AT sergeyatimofeev modelingexchangeratechangebasedontheanalysisoffundamentalindicators AT vladimirnyuryev modelingexchangeratechangebasedontheanalysisoffundamentalindicators |