ناشر تخصصی کنفرانس های ایران

لطفا کمی صبر نمایید

Publisher of Iranian Journals and Conference Proceedings

Please waite ..
Publisher of Iranian Journals and Conference Proceedings
Login |Register |Help |عضویت کتابخانه ها
Paper
Title

‎Comparing ‎the ‎‎different types of ‎Markov ‎switching ‎model for Euro to Iran Rial‎ exchange rate

Year: 1400
COI: JR_JMMF-1-1_004
Language: EnglishView: 58
This Paper With 10 Page And PDF Format Ready To Download

Buy and Download

با استفاده از پرداخت اینترنتی بسیار سریع و ساده می توانید اصل این Paper را که دارای 10 صفحه است به صورت فایل PDF در اختیار داشته باشید.
آدرس ایمیل خود را در کادر زیر وارد نمایید:

Authors

Mahdi Pourrafiee - Department of Mathematics and Computer Science, Allameh Tabataba&#۰۳۹;i University, Tehran, Iran.
S. M. Esmaeil Pourmohammad Azizi - Department of Mathematics and Computer Science, Allameh Tabataba’i University, Tehran, Iran.
Marzieh Mohammadi Larijani - Department of Mathematics and Computer Science, Allameh Tabataba&#۰۳۹;i University, Tehran, Iran.
Ali Pahlevannezhad - Department of Management and Accounting, Allameh Tabataba&#۰۳۹;i University, Tehran, Iran.

Abstract:

According to the rule of equality of equal prices, the price of a foreign commodity within a country depends on the price of the commodity at the origin as well as the exchange rate of that country. According to this rule, if the foreign exchange costs are insignificant, the price of a single commodity will be the same everywhere in terms of price, and ideally the purchasing power of a currency inside and outside the country will be the same‏. ‎Due to the effect of the exchange rate on financial assets‎, ‎study of regime change ‎in ‎exchange rate fluctuations is importance and ‎Regime Switching model is the most complete and populare regime change‎. ‎The aim of this research is to modeling Euro-Rial exchange rate under the model of Markov regime switching and Markov random regime switching model‎. ‎In order to evaluate the achieved results‎, ‎unit root test‎, ‎which included the Dickey-Fuller test and the Phillips-Peron test, ‎is used to estimates Markov regime switching and Markov random regime switching parameters in order to find the best fluctuations model.‎‎

Keywords:

‎Markov regime switching‎, ‎Markov random regime switching model‎, ‎Dickey-Fuller test‎, ‎Phillips-Peron test.‎‎

Paper COI Code

This Paper COI Code is JR_JMMF-1-1_004. Also You can use the following address to link to this article. This link is permanent and is used as an article registration confirmation in the Civilica reference:

https://civilica.com/doc/1170167/

How to Cite to This Paper:

If you want to refer to this Paper in your research work, you can simply use the following phrase in the resources section:
Pourrafiee, Mahdi and Pourmohammad Azizi, S. M. Esmaeil and Mohammadi Larijani, Marzieh and Pahlevannezhad, Ali,1400,‎Comparing ‎the ‎‎different types of ‎Markov ‎switching ‎model for Euro to Iran Rial‎ exchange rate,https://civilica.com/doc/1170167

Research Info Management

Certificate | Report | من نویسنده این مقاله هستم

اطلاعات استنادی این Paper را به نرم افزارهای مدیریت اطلاعات علمی و استنادی ارسال نمایید و در تحقیقات خود از آن استفاده نمایید.

Share this page

More information about COI

COI stands for "CIVILICA Object Identifier". COI is the unique code assigned to articles of Iranian conferences and journals when indexing on the CIVILICA citation database.

The COI is the national code of documents indexed in CIVILICA and is a unique and permanent code. it can always be cited and tracked and assumed as registration confirmation ID.

Support