Forecasting BDI Sea Freight Shipment Cost, VIX Investor Sentiment and MSCI Global Stock Market Indicator Indices: LSTAR-GARCH and LSTAR-APGARCH Models

Bildirici M. E., Onat I. S., Ersin Ö. Ö.

MATHEMATICS, vol.11, no.5, pp.1242, 2023 (SCI-Expanded, Scopus)

  • Publication Type: Article / Article
  • Volume: 11 Issue: 5
  • Publication Date: 2023
  • Doi Number: 10.3390/math11051242
  • Journal Name: MATHEMATICS
  • Journal Indexes: Science Citation Index Expanded (SCI-EXPANDED), Scopus, Aerospace Database, Communication Abstracts, Metadex, zbMATH, Directory of Open Access Journals, Civil Engineering Abstracts
  • Page Numbers: pp.1242
  • Yıldız Technical University Affiliated: Yes