## Abstract This paper provides an analysis of regime switching in volatility and outβofβsample forecasting of the Cyprus Stock Exchange by using daily data for the period 1996β2002. We first model volatility regime switching within a univariate Markov switching framework. Modelling stock returns w
β¦ LIBER β¦
Neural networks as a forecasting instrument for the polish stock exchange
β Scribed by Dorota Witkowska
- Book ID
- 112727107
- Publisher
- Springer US
- Year
- 1995
- Tongue
- English
- Weight
- 777 KB
- Volume
- 1
- Category
- Article
- ISSN
- 1083-0898
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