Modelling the volatility in the Central Bank reserves

Download
082242.pdf
1999
Salman, Ferhat
Show full item record
64
views
0
downloads
https://hdl.handle.net/11511/2606
Graduate School of Social Sciences, Thesis

Suggestions

Modelling the unit costs and the break-even point of a mining work
Hatipoğlu, Kamil Yalçın; Özgenoğlu, Abdurrahim; Department of Mining Engineering (1990)
Modelling the evolution of demand forecasts in a production-distribution system
Yücer, Cem Tahsin; Meral, Fatma Sedef; Department of Industrial Engineering (2006)
In this thesis, we focus on a forecasting tool, Martingale Model of Forecast Evolution (MMFE), to model the evolution of forecasts in a production-distribution system. Additive form is performed to represent the evolution process. Variance-Covariance (VCV) matrix is defined to express the forecast updates. The selected demand pattern is stationary and it is normally distributed. It follows an Autoregressive Order-1 (AR(1)) model. Two forecasting procedures are selected to compare the MMFE with. These are MA...
Modeling the water quality in Ulubat Lake
Yenilmez, Firdes; Aksoy, Ayşegül; Department of Environmental Engineering (2007)
Lakes can be used for recreational purposes, agricultural irrigation, domestic water supply or industrial use. However, these functions of the lakes can be impaired due to excess nutrient loadings from industrial facilities, agricultural activities, and discharge of wastewaters from sewage systems. Uluabat Lake is one of the important lakes in Turkey faced with water quality problems due to excess nutrient loading from point and non-point sources. In this study, Water Quality Analysis Simulation Program (WA...
Modelling the variability in seismically induced slope displacements due to ground motion selection
Özmen, Burak Oka; Gülerce, Zeynep; Department of Civil Engineering (2019)
Assessing the earthquake performance of a slope and estimating the seismically-induced slope displacements is one of the most complicated tasks in geotechnical earthquake engineering. The source of the complication includes: i) defining the soil properties and their variability within the limits of the available geological/geotechnical information, and ii) executing a proper ground motion selection and scaling procedure for the dynamic numerical analysis, which are generally limited in number for most of th...
Modelling disruptions in supply under static demand
Karaesmen, Zeynep Itır; Erkip, Nesim; Department of Industrial Engineering (1994)
Citation Formats
F. Salman, “Modelling the volatility in the Central Bank reserves,” Middle East Technical University, 1999.
METU IIS - Integrated Information Service open@metu.edu.tr