Bildirici, Melike; Ersin, Özgür Ömer - In: Journal for Economic Forecasting (2014) 3, pp. 108-135
-based models are LSTARLST- GARCH, LSTAR-LST-FIGARCH, LSTAR-LST-FIPGARCH and LSTAR-LSTFIAPGARCH models, which may be easily applied …. Further, the outof- sample results suggest that the LSTAR-LST-FIAPGARCH model provides the best forecasting accuracy in terms …