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Analysis of Slovak Crown using the Carry trade with Box-Jenkins Methodology and SPC Methods

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F70883521%3A28120%2F12%3A43868674" target="_blank" >RIV/70883521:28120/12:43868674 - isvavai.cz</a>

  • Result on the web

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    Analysis of Slovak Crown using the Carry trade with Box-Jenkins Methodology and SPC Methods

  • Original language description

    The article focuses on analysis of Slovakian currency in years 2000-2008 from the perspective of its usefulness for generation of profits for company management through the utilization of Carry trade. On the basis of time series O/N analysis of Slovak crown currency rates and its description via Box-Jenkins methodology for random processes modeling and subsequent implementation of this mathematical vehicle into regulation diagrams for time series, the authors uncover the potential of Slovakian crown forproviding enough space to generate substantial profits.

  • Czech name

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

    AE - Management, administration and clerical work

  • OECD FORD branch

Result continuities

  • Project

  • Continuities

    V - Vyzkumna aktivita podporovana z jinych verejnych zdroju

Others

  • Publication year

    2012

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Article name in the collection

    Advances in Economics, Risk Management, Political and Law Science

  • ISBN

    978-1-61804-123-4

  • ISSN

    2227-460X

  • e-ISSN

  • Number of pages

    7

  • Pages from-to

    77-84

  • Publisher name

    WSEAS Press

  • Place of publication

    Praha

  • Event location

    Zlín

  • Event date

    Sep 20, 2012

  • Type of event by nationality

    WRD - Celosvětová akce

  • UT code for WoS article