DÖVİZ PİYASALARINDA EWMA MODELİ KULLANILARAK HESAPLANAN VOLATİLİTE TAHMİNLERİNİN TEST EDİLMESİ by Cantürk KAYAHAN, Oğuzhan AYDEMİR, Barış AKÇAY

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DÖVİZ PİYASALARINDA EWMA MODELİ KULLANILARAK HESAPLANAN VOLATİLİTE TAHMİNLERİNİN TEST EDİLMESİ by Cantürk Kayahan, Oğuzhan Aydemi̇r, Barış Akçay

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DÖVİZ PİYASALARINDA EWMA MODELİ KULLANILARAK HESAPLANAN VOLATİLİTE TAHMİNLERİNİN TEST EDİLMESİ by Cantürk Kayahan, Oğuzhan Aydemir, Barış Akçay

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Valor em Risco (VaR) utilizando modelos de previsão de volatilidade: EWMA, GARCH e Volatilidade Estocástica by Fernando Caio Galdi, Leonel Molero Pereira

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Optimal Design of One-Sided Exponential Adaptive EWMA Scheme Based on Median Run Length by Yulong Qiao, Zixing Wu, Qian Zhang, Qin Xu, Ge Jin

Subjects: “…EWMA…”
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A Comparison Between the MEWMA and Mahalanobis Distance Control Chart by Kawa Rashid

Subjects: “…Statistical Process Control (Exponentially Weighted Moving Average-EWMA and Multi Exponentially Weighted Moving Average (MEWMA) chart and Mahalanobis distance…”
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