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SPECTRAL ANALYSIS OF EXCHANGE RATES

    ALEŠA LOTRIC DOLINAR

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