— By | Mar 18, 2018 09:16 am
Book: USD INR: Forecast and Risk Management Techniques
Author: Vinay Sudhakar Kshirsagar, Omkar Vinay Kshirsagar
Publisher: CP Publication
Pages: 144; Price: Rs 490
This book explains a forecasting model refined further by using exponential smoothing and moving average. The original model along with results using these two new methods was regressed again (by updating data up to 2016) and got 96% correlation and 93% dependency with only approx 3.5% standard error. Along with the model he has also added few chapters related to applicability of the exchange rate forecast to corporations and banks in order to manage their foreign exchange risks.
In addition to the contents in the First edition, second edition contains how to build a…
