Browsing Matematik ve Fen Bilimleri Eğitimi Bölümü Koleksiyonu by Subject "GARCH"
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Identifying the Inter-Dynamics Between Gold Prices of Turkey and Key Economic Indicators: An Application of Three Different Models
(Bucharest University of Economic Studies, 2023)In this study, we examine the comparison of three models (ARIMAX, GARCH, and NARX) based on their forecasts and find out the factors affecting the gold prices in the case of Turkey. For this, the monthly data from January ...