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

Melike Bildirici, Özgür Ömer Ersin. Improving forecasts of GARCH family models with the artificial neural networks: An application to the daily returns in Istanbul Stock Exchange. Expert Syst. Appl., 36(4):7355-7362, 2009. [doi]

Abstract

Abstract is missing.