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Forecasting exchange rates in Sri Lanka: a comparison of the double seasonal autoregressive integrated moving average models (DSARIMA) and SARIMA models Cover

Forecasting exchange rates in Sri Lanka: a comparison of the double seasonal autoregressive integrated moving average models (DSARIMA) and SARIMA models

Journal of Science of the University of Kelaniya Sri Lanka
Volume 15 (2022): Issue 2
By:  and    
Open Access
|Dec 2022
Authors

Authors

B. R. P. M. Basnayake

pavithramalkibasnayake@gmail.com

University of Kelaniya

N. V. Chandrasekara

nvchandrasekara@kln.ac.lk

University of Kelaniya
DOI: https://doi.org/10.4038/josuk.v15i2.8067 | Journal eISSN: 2513-2180
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Language: English
Page range: 192 - 209
Published on: Dec 23, 2022
Published by: Faculty of Science of the University of Kelaniya, Sri Lanka
In partnership with: Paradigm Publishing Services
Keywords:
Exchange rates,
Double Seasonal Autoregressive Integrated Moving Average (DSARIMA),
SARIMA,
Autoregressive Conditional Heteroskedasticity (ARCH),
Generalized ARCH (GARCH).

© 2022 B. R. P. M. Basnayake, N. V. Chandrasekara, published by Faculty of Science of the University of Kelaniya, Sri Lanka
This work is licensed under the Creative Commons Attribution 4.0 License.

Volume 15 (2022): Issue 2
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