UC/01 · Data and Analytics
Currency volatility study
A researcher working with two decades of exchange-rate data needed a defensible way to model volatility, and to explain the choices made along the way.
What the client needed
- Advice on approach and model selection for long-run exchange-rate data
- Guidance on testing and comparing candidate models
- A review of diagnostics and support with interpretation
Outcome
The client was equipped to justify and defend their chosen approach with sound supporting evidence.