In this article, we are testing the effects of an inverted Yield curve, as a result of the relationship between the short and long-term interest rates of the US Treasury with constant maturities. Our aim is to illustrate and spot cycles that created the US recession in 2008 based on Estrella and...

In recent years support vector regression (SVR), a novel neural network (NN) technique, has been successfully used for financial forecasting. This paper deals with the application of SVR in volatility forecasting. Based on a recurrent SVR, a GARCH method is proposed and is compared with a moving...