A Comparison of Univariate and Multivariate Time Series Approaches to Modeling Currency Exchange Rate
Ijomah Maxwell Azubuike & Opabisi Adeyinka Kosemoni · Journal of Advances in Mathematics and Computer Science · 2017
This paper describes a study using Average Monthly Exchange Rates (AMER) of Naira (Nigerian currency) to six other currencies of the World to evaluate and compare the performance of univariate and multivariate based time series models. The data from 2002 -2014 was used for modeli...
Open access
Research Article
10.9734/BJMCS/2017/30733