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2016

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Please use this identifier to cite or link to this item: https://hdl.handle.net/2445/125396

Exchange rate USD/MXN forecast through econometric models, time series and HOWMA operators

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Abstract

This paper aims to provide models that can predict the exchange rate and generate future scenarios of this variable, this because exchange risk management has become a strategic activity of the corporate governance. Also the study aims to expand the uses of operators like Heavy Ordering Weight Moving Average (HOWMA) in different fields of economy and management.

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Models economètrics, Temps real (Informàtica), Teoria d'operadors

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Econometric models, Real-time data processing, Operator theory

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LEÓN-CASTRO, Ernesto, AVILÉS-OCHOA, Ezequiel and GIL LAFUENTE, Anna Maria. Exchange rate USD/MXN forecast through econometric models, time series and HOWMA operators. Economic Computation and Economic Cybernetics Studies and Research. 2016. Vol. 50, num. 4, pags. 135-150. ISSN 0424-267X. [consulted: 10 of August of 2026]. Available at: https://hdl.handle.net/2445/125396

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