Authors: V.V. Kryukova, P.A. Kryukov

Title of the article: Statistical forecasting of the rate of exchange

Year: 2010, Issue: 6, Pages: 179-188

Branch of knowledge: Economical sciences

Index UDK: 336.7

DOI: -

Abstract: Logit models of the indicator of probability of the forecast of direction of movement of the price of the instrument EUR/USD (ascending / a descending trend) in the currency market FoRex are offered. Results of verification of models are presented. The choice of the best model in statistical and economic senses is shown.

Key words: model the forecast a rate of exchange the indicator probability

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