Repository Article

·2012 OPEN ACCESS

Nonlinear Volatility Models in Economics: Smooth Transition and Neural Network Augmented GARCH, APGARCH, FI-GARCH and FIAGARCH Models

Melike Bildirici YTU , Özgür Ömer Ersin

SSRN Electronic Journal

No open-access abstract is available for this article. Use the DOI link on the right to read the full text.

Keywords

Autoregressive conditional heteroskedasticity Volatility (finance) Artificial neural network Econometrics Economics Nonlinear system Financial economics Computer science Artificial intelligence Physics

Subject Areas

Financial Risk and Volatility Modeling ·Finance ·Social Sciences
Market Dynamics and Volatility ·Economics and Econometrics ·Social Sciences
Stock Market Forecasting Methods ·Management Science and Operations Research ·Social Sciences

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