Showing 1 - 6 of 6
In our study, development experiences towards economic development are investigated to provide an alternative analysis of economic development, human capital and genetic inheritance in light of consanguineous marriages. The countries analyzed in the study are discussed in accordance with...
Persistent link: https://www.econbiz.de/10014202583
Persistent link: https://www.econbiz.de/10009274057
The study analyzes the family of regime switching GARCH neural network models, which allow the generalization of MS type RS-GARCH models to MS-GARCH-NN models by incorparating with neural network architectures with different dynamics and forecasting capabilities both in addition to the family of...
Persistent link: https://www.econbiz.de/10013103071
Recently, Donaldson and Kamstra (1997) proposed a class of NN-GARCH models which are extended to a class of NN-GARCH family by Bildirici and Ersin (2009). The study aims to analyze the nonlinear behavior and leptokurtic distribution in petrol prices by utilizing a newly developed family of...
Persistent link: https://www.econbiz.de/10013103072
The Turkish version of this paper can be found at: "http://ssrn.com/abstract=2222071" http://ssrn.com/abstract=2222071The study aims to investigate linear GARCH, fractionally integrated FI-GARCH and Asymmetric Power APGARCH models and their nonlinear counterparts based on Support Vector...
Persistent link: https://www.econbiz.de/10013085814
The study proposes and a family of regime switching GARCH neural network models to model volatility. The proposed MS-ARMA-GARCH-NN models allow MS type regime switching in both the conditional mean and conditional variance for time series and further augmented with artificial neural networks to...
Persistent link: https://www.econbiz.de/10013090501