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SPECTRAL ANALYSIS OF EXCHANGE RATES

    Author

    • ALEŠA LOTRIC DOLINAR
,
10.33844/ijol.2013.60447
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Abstract

Using spectral analysis is very common in technical areas but rather unusual in economics and finance, where ARIMA and GARCH modeling are much more in use. To show that spectral analysis can be useful in determining hidden periodic components for high-frequency finance data as well, we use the example of foreign exchange rates

Keywords

  • Spectral Analysis
  • Frequency Domain
  • Finance
  • Exchange Rates
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International Journal of Organizational Leadership
Volume 2, Issue 1
January 2013
Page 21-28
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  • Article View: 457
  • PDF Download: 342

APA

LOTRIC DOLINAR, A. (2013). SPECTRAL ANALYSIS OF EXCHANGE RATES. International Journal of Organizational Leadership, 2(1), 21-28. doi: 10.33844/ijol.2013.60447

MLA

LOTRIC DOLINAR, A. . "SPECTRAL ANALYSIS OF EXCHANGE RATES", International Journal of Organizational Leadership, 2, 1, 2013, 21-28. doi: 10.33844/ijol.2013.60447

HARVARD

LOTRIC DOLINAR, A. (2013). 'SPECTRAL ANALYSIS OF EXCHANGE RATES', International Journal of Organizational Leadership, 2(1), pp. 21-28. doi: 10.33844/ijol.2013.60447

CHICAGO

A. LOTRIC DOLINAR, "SPECTRAL ANALYSIS OF EXCHANGE RATES," International Journal of Organizational Leadership, 2 1 (2013): 21-28, doi: 10.33844/ijol.2013.60447

VANCOUVER

LOTRIC DOLINAR, A. SPECTRAL ANALYSIS OF EXCHANGE RATES. International Journal of Organizational Leadership, 2013; 2(1): 21-28. doi: 10.33844/ijol.2013.60447

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