Yazar "Degirmenci, Nurdan" için listeleme
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Forecasting Financial Data with ARIMA and ARCH Models: the Case of Turkey
Degirmenci, Nurdan; Akay, Ali (Eskisehir Osmangazi Univ, Fac Education, 2017)The aim of this study is to predict the stock market, gold, foreign exchange and oil prices with Box-Jenkins and ARCH models. in this direction, weekly datasets are used of BIST100 index, gold and oil prices and exchange ...