Investigation of Statistical and Dynamic Features of Currency Fluctuations of the Ukrainian Hryvnia to the US Dollar
Анотація
Statistical and dynamical features of currency fluctuations of Ukrainian (UAH) to American dollar (USD) within 21 years (from 1996 to the end of 2017) are investigated. For this, the statistical characteristics of the exchange rate data sets were calculated. The distribution law also has been determined to which the statistical sampling of currency is subject to. Also, the statistical goodness of fit methods was used to identify the best distribution among candidates. The dynamical features of currency fluctuations have been assessed using modern methods of time series analysis.
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