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dc.contributor.advisorYeldan, Dilek
dc.contributor.authorİnan, Belgin
dc.date.accessioned2016-01-08T20:08:24Z
dc.date.available2016-01-08T20:08:24Z
dc.date.issued1989
dc.identifier.urihttp://hdl.handle.net/11693/17234
dc.descriptionAnkara : The Department of Management and the Graduate School of Business Administration of Bilkent Univ. , 1989.en_US
dc.descriptionThesis (Master's) -- Bilkent University, 1989.en_US
dc.descriptionIncludes bibliographical references leaves 40.en_US
dc.description.abstractIn this thesis, the Box Jenkins approach is applied to forecast the future prices of foreign currencies, American Dollar and German Mark, in Turkey’s Black Market using available observations made between the years 1985-1988. The forecasts obtained from this approach are compared to the real available observations. The results show that the Box Jenkins approach is not accurate enough in this case because of the large mean absolute deviation between the forecasted and the observed values of these currencies due to the significant residuals generated in the diagnostic checking stage.en_US
dc.description.statementofresponsibilityİnan, Belginen_US
dc.format.extentxii, 98 leaves, illustrationsen_US
dc.language.isoEnglishen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectE’orecast:ingen_US
dc.subjectforeign currencyen_US
dc.subjectBox Jenkinsen_US
dc.subject.lccHG3823 .I53 1989en_US
dc.subject.lcshForeign Exchange-Mathematical Models.en_US
dc.titleForecasting the foreign currency prices using the Box Jenkins approachen_US
dc.typeThesisen_US
dc.departmentDepartment of Managementen_US
dc.publisherBilkent Universityen_US
dc.description.degreeM.S.en_US


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