Random walk analysis and forecasting of the Philippine peso and US dollar exchange rates from 1979-2014

Daily Philippine Peso (PhP) - US Dollar (USD) exchange rates from 1979-2014 were examined using random walk analysis and forecasting. This study aims to determine the existence of random walk and find highly accurate predictive models. It was shown that the exchange rates do not follow a random walk...

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Bibliographic Details
Main Authors: Adriano, Joseleo Rey R., Lim, Jamie Ann L.
Format: text
Language:English
Published: Animo Repository 2015
Subjects:
Online Access:https://animorepository.dlsu.edu.ph/etd_bachelors/14899
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Institution: De La Salle University
Language: English

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