İnan, Belgin2016-01-082016-01-081989http://hdl.handle.net/11693/17234Ankara : The Department of Management and the Graduate School of Business Administration of Bilkent Univ. , 1989.Thesis (Master's) -- Bilkent University, 1989.Includes bibliographical references leaves 40.In 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.xii, 98 leaves, illustrationsEnglishinfo:eu-repo/semantics/openAccessE’orecast:ingforeign currencyBox JenkinsHG3823 .I53 1989Foreign Exchange-Mathematical Models.Thesis