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) identifier identifier

  • 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