Showing 1 - 10 of 11,115
Persistent link: https://www.econbiz.de/10000802302
Persistent link: https://www.econbiz.de/10001218249
Persistent link: https://www.econbiz.de/10001114747
Persistent link: https://www.econbiz.de/10001700315
Persistent link: https://www.econbiz.de/10001195176
Persistent link: https://www.econbiz.de/10000970792
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
Persistent link: https://www.econbiz.de/10011684346
Jordan, Turkey and Pakistan over the period 1986–93. The analysis is carried out in two steps. The parameters of agents … negative shock to economic activity in the late 1980s caused agents to discount market fundamentals. For Turkey and Pakistan it …, although this lack of market depth did reduce in severity for Turkey over the sample period, as liberalization of financial …
Persistent link: https://www.econbiz.de/10014397956
Persistent link: https://www.econbiz.de/10014279488