Improving forecasts of GARCH family models with the artificial neural networks  An application to the daily returns in Istanbul Stock Exchange

Articles > Article · 2009

Authors: MELİKE ELİF BİLDİRİCİ, ÖZGÜR ÖMER ERSİN, Aslıhan Esra YÜKSEL, İsa KAYA, Demet Sergin, Abdurrahim DERBENT

Expert Systems with Applications, Journal Indexed in SCI Expanded, International, 2009, vol 36, pp 7355-7362