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, cilt.6, sa.12, ss.1, 2022 (SCI-Expanded) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 6 Sayı: 12
  • Basım Tarihi: 2022
  • Doi Numarası: 10.3390/fractalfract6120703
  • Dergi Adı: FRACTAL AND FRACTIONAL
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Social Sciences Citation Index (SSCI), Scopus, INSPEC, Directory of Open Access Journals
  • Sayfa Sayıları: ss.1
  • Anahtar Kelimeler: fractional integration, entropy, multi-layer perceptron, precious metals, oil prices, energy, GARCH, volatility
  • Yıldız Teknik Üniversitesi Adresli: Evet