Eh. The name "Bulgaria" derives from Bulgars, who were a nomadic Turkic tribe from areas around the Caspian Sea that came to conquer the country.

For another example, the name "Russia" is derived from "Rus", which itself appears to be a derivative of the Norse "Ruslaw" - again, because it was the Norse who came, conquered, and became the ruling elite.

Basically, it happened all the time.