Семко, РоманПрищепа, Анастасія2024-06-192024-06-192024https://ekmair.ukma.edu.ua/handle/123456789/29913The goal of the work is to examine the volatility of the US dollar using the time series analysis. The paper looks at the dynamics of dollar volatility in the context of changing trade tensions to shed light on the complex relationships between geopolitical events and USD/CNY exchange rate. The focus of the thesis is the application of the GARCH model with external regressors both in mean and volatility equations, including independent numerical and categorical variables.envolatilityexchange ratetrade warARCH modelGARCH modeltime series analysisheteroskedasticityautoregressionбакалаврська роботаOther