Regime Switching and Artificial Neural Network Forecasting of the Cyprus Stock Exchange Daily Returns

Georgios Kouretas, Eleni Constantinou, Robert Georgiades and Avo Kazandjian
Additional contact information
Eleni Constantinou: The Philips College, Cyprus
Robert Georgiades: The Philips College, Cyprus
Avo Kazandjian: The Philips College, Cyprus

Money Macro and Finance (MMF) Research Group Conference 2005 from Money Macro and Finance Research Group

Date: 2005-09-03
New Economics Papers: this item is included in nep-cmp, nep-ets, nep-for, nep-ict and nep-ifn
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http://repec.org/mmfc05/paper46.pdf (application/pdf)

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Journal Article: Regime switching and artificial neural network forecasting of the Cyprus Stock Exchange daily returns (2006)
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