Open AccessAN EVALUATION OF REAL EFFECTIVE EXCHANGE RATE FORECASTING WITH ARCH AND GARCH MODELS: THE CASE OF TURKEY
Author(s) -
Can Verberi
Publication year - 2021
Publication title -
beykent üniversitesi sosyal bilimler dergisi
Language(s) - English
Resource type - Journals
eISSN - 2667-4955
pISSN - 1307-5063
DOI - 10.18221/bujss.1013131
Subject(s) - autoregressive integrated moving average , exchange rate , autoregressive conditional heteroskedasticity , economics , arch , dismissal , econometrics , financial economics , macroeconomics , time series , statistics , volatility (finance) , engineering , mathematics , civil engineering , political science , law
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