Use of the BOX-JENKINS Approach for Preliminary Foreign Exchange Rate Data Analysis.

Abstract

An investigation using Box-Jenkins techniques into the stochastic structure of exchange rates of four European currencies with respect to the U.S. dollar reveals a common and apparently heretofore unreported six month periodicity. (Author)

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1980
Accession Number
ADA081306

Entities

People

  • James H. Grady
  • John S. Brush

Organizations

  • Air Force Research Laboratory

Tags

Communities of Interest

  • Space

DTIC Thesaurus Topics

  • Air Force
  • Applied Mathematics
  • Coefficients
  • Data Analysis
  • Data Science
  • Delphi Method
  • Government Procurement
  • Governments
  • Information Science
  • Mathematics
  • Netherlands
  • Security
  • Standards
  • Statistical Analysis
  • Statistics
  • United States

Readers

  • International Relations and European Studies
  • Statistical inference.
  • Theoretical Analysis.