Regime-Switching Fractionally Integrated Asymmetric Power Neural Network Modeling of Nonlinear Contagion for Chaotic Oil and Precious Metal Volatilities

Bildirici M., Ersin O.

FRACTAL AND FRACTIONAL, vol.6, no.12, pp.1, 2022 (SCI-Expanded, SSCI, Scopus)

• Publication Type: Article / Article
• Volume: 6 Issue: 12
• Publication Date: 2022
• Doi Number: 10.3390/fractalfract6120703
• Journal Name: FRACTAL AND FRACTIONAL
• Journal Indexes: Science Citation Index Expanded (SCI-EXPANDED), Social Sciences Citation Index (SSCI), Scopus, INSPEC, Directory of Open Access Journals
• Page Numbers: pp.1
• Keywords: fractional integration, entropy, multi-layer perceptron, precious metals, oil prices, energy, GARCH, volatility
• Yıldız Technical University Affiliated: Yes