出版社：Asociatia Generala a Economistilor din Romania - AGER
摘要：After the accession to the European Union our country has experienced massive capital inflows that have affected the evolution of the exchange rate. Looking at the exchange rate we observe a break in the national currency appreciation due to the economic crisis, the series are heteroskedastic and asymmetric. For the modeling of exchange rate series we use a time series model that includes component heteroskedasticitate, ARCH model. with normal distribution.
