Forecasting volatility in oil prices with a class of nonlinear volatility models: smooth transition RBF and MLP neural networks augmented GARCH approach
Crossref DOI link: https://doi.org/10.1007/s12182-015-0035-8
Published Online: 2015-07-23
Published Print: 2015-08
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Bildirici, Melike
Ersin, Özgür
License valid from 2015-07-23