Essays about: "Kristina Berndtsson"

Found 1 essay containing the words Kristina Berndtsson.

  1. 1. ARIMA Modeling and Simulation of Currency Pairs

    University essay from Chalmers tekniska högskola/Institutionen för matematiska vetenskaper

    Author : Kristina Berndtsson; [2014]
    Keywords : ;

    Abstract : In this thesis the currency pairs USDCHF, EURUSD and EURSEK are examined. The aim is to develop a model that describes the pairs in a gratifying way. This has been done with an ARIMA model, the decision on this model was made after studying the stationarity or lack there of, of the currency pairs. READ MORE