Türkiye Döviz Piyasalarında Oynaklığın Öngörülmesi ve Risk Yönetimi Kapsamında Değerlendirilmesi(Forecasting the Volatility in Turkish Exchange Markets and an Evaluation from a Risk Management Perspective)
In this study, volatility of the TRL/USD, TRL/EUR and TRL/GBP series in the Turkish exchange rate market are modeled by employing moving average, AR, ARMA models and ARCH process and the performances of the models are compared according to their out-of-sample forecasts. The forecasting performance o...
| Main Authors: | , |
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| Format: | Article |
| Language: | deu |
| Published: |
Celal Bayar University
2010-01-01
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| Series: | Yönetim ve Ekonomi |
| Subjects: | |
| Online Access: | http://www2.bayar.edu.tr/yonetimekonomi/dergi/pdf/C17S12010/121_146.pdf |