Markov Switching Artificial Neural Networks for Modelling and Forecasting Volatility: An Application to Gold Market


BİLDİRİCİ M. E., ERSİN Ö. Ö.

Procedia Economics and Finance, vol.38, pp.106-121, 2016 (Peer-Reviewed Journal)

  • Publication Type: Article / Article
  • Volume: 38
  • Publication Date: 2016
  • Journal Name: Procedia Economics and Finance
  • Page Numbers: pp.106-121
  • İstanbul Ticaret University Affiliated: No