Application of time series models in forecasting exchange rate
| dc.contributor.author | Sokhanvar, Amin | |
| dc.date.accessioned | 2014-11-17T14:13:30Z | |
| dc.date.available | 2014-11-17T14:13:30Z | |
| dc.date.issued | 2013-07 | |
| dc.description | Master of Business Administration. Thesis (M.B.A.)--Eastern Mediterranean University, Faculty of Business and Economics, Dept. of Business Administration, 2013. Supervisor: Prof. Dr. Serhan Çiftçioğlu. | en_US |
| dc.description.abstract | ABSTRACT:This thesis will attempt to compare the forecasting performance of alternative forecasting models in relation to exchange rates. The models will be applied will include Naïve, Moving Averages, Simple Exponential Smoothing and Time Series Regression. Forecasting the accuracy of each model will be evaluated by calculating Mean Squared Error of each model based on forecasting errors over the past actual data. Keywords: Exchange Rate, Forecast Accuracy, Naïve, Moving Averages, Simple Exponential Smoothing and Time Series Regression. ………………………………………………………………………………………………………………………… ÖZ: Bu tez döviz kurları ile ilgili olarak alternatif öngörü modellerinin öngörü performansını karşılaştırmak için çalışır.Modelleri naif, Hareketli Ortalama, Basit Üstel Düzeltme ve Zaman Serisi Regresyon içerecektir uygulanacaktır. Her modelin doğruluğunu Tahmini son gerçek veriler üzerinde tahmin hataları göre her modelin ortalama kare hata hesaplanarak değerlendirilecektir. Anahtar Kelimeler: Döviz Kuru, Tahmini Doğruluk, Naif, Hareketli Ortalama, Basit Üstel Düzeltme Ve Zaman Serisi Regresyon. | en_US |
| dc.identifier.citation | Sokhanvar, Amin. (2013). Application of time series models in forecasting exchange rate. Thesis (M.A.), Eastern Mediterranean University, Institute of Graduate Studies and Research, Dept. of Business Administration, Famagusta: North Cyprus. | en_US |
| dc.identifier.uri | https://hdl.handle.net/11129/1489 | |
| dc.language.iso | en | |
| dc.publisher | Eastern Mediterranean University (EMU) - Doğu Akdeniz Üniversitesi (DAÜ) | en_US |
| dc.relation.publicationcategory | Tez | |
| dc.subject | Business Administration | en_US |
| dc.subject | Foreign exchange rates - Forecasting - Mathematical models | en_US |
| dc.subject | Exchange Rate, Forecast Accuracy, Naive, Moving Averages, Simple Exponential Smoothing and Time Series Regression | en_US |
| dc.title | Application of time series models in forecasting exchange rate | en_US |
| dc.type | Thesis |
