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The Scientific World Journal
Volume 2014, Article ID 497941, 21 pages
http://dx.doi.org/10.1155/2014/497941
Research Article

Modeling Markov Switching ARMA-GARCH Neural Networks Models and an Application to Forecasting Stock Returns

1Yıldız Technical University, Department of Economics, Barbaros Bulvari, Besiktas, 34349 Istanbul, Turkey
2Beykent University, Department of Economics, Ayazağa, Şişli, 34396 Istanbul, Turkey

Received 20 August 2013; Accepted 4 November 2013; Published 6 April 2014

Academic Editors: T. Chen, Q. Cheng, and J. Yang

Copyright © 2014 Melike Bildirici and Özgür Ersin. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

How to Cite this Article

Melike Bildirici and Özgür Ersin, “Modeling Markov Switching ARMA-GARCH Neural Networks Models and an Application to Forecasting Stock Returns,” The Scientific World Journal, vol. 2014, Article ID 497941, 21 pages, 2014. https://doi.org/10.1155/2014/497941.