Artificial Neural Networks and Conditional HeteroscedasticModels for Forecasting Exchange Rate

Kleyton Vieira Sales da Costa, Felipe Leite Coelho da Silva


By definition, the exchange rate is the relative price of one currency in terms of another. Inan open economy, exchange rates are one of the most important prices, because your level has asignificant impact in relation to other macroeconomic variables, stock market prices, internationaltrade contracts, tourism, imports, exports, inflation, etc.

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