Fiyat Teorisinin Mali Teorisine Farklý Bir Bakýþ: MLSTAR ve MLP Modelleri
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- Melike Bildirici & Özgür Ömer Ersin, 2014. "Nonlinearity, Volatility and Fractional Integration in Daily Oil Prices: Smooth Transition Autoregressive ST-FI(AP)GARCH Models," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 108-135, October.
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KeywordsFTPL; SANN; STAR; LSTAR; MLSTAR; MLP;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-06-25 (All new papers)
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