SPECTRAL ANALYSIS OF EXCHANGE RATES | ||
| International Journal of Organizational Leadership | ||
| Article 3, Volume 2, Issue 1, Winter 2013, Page 21-28 | ||
| DOI: 10.33844/ijol.2013.60447 | ||
| Author | ||
| ALEŠA LOTRIC DOLINAR | ||
| 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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