Modeling Markov Switching ARMA-GARCH Neural Networks Models and an Application to Forecasting Stock Returns
Melike Bildirici(Yıldız Technical University), Özgür Ömer Ersin(Yeditepe University)
Cited by 51
Related Papers
Environmental pollution, hydropower energy consumption and economic growth: Evidence from G7 countries
|Renewable and Sustainable Energy Reviews|2016|247
Nonlinear causality between oil and precious metals
|Resources Policy|2015|192
Improving forecasts of GARCH family models with the artificial neural networks: An application to the daily returns in Istanbul Stock Exchange
|Expert Systems with Applications|2008|169
Economic growth and biomass energy
|Biomass and Bioenergy|2012|155