Estimating the Turkish sectoral market returns via arbitrage pricing model under neural network approach
Year of publication: |
2015
|
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Authors: | Gökgöz, Fazıl ; Alp, Ozge Sezgin |
Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 7.2015, 1, p. 154-166
|
Subject: | multifactor financial models | artificial neural networks | financial modeling | emerging markets | Turkey | Neuronale Netze | Neural networks | Türkei | Schwellenländer | Emerging economies | Kapitaleinkommen | Capital income | Theorie | Theory | Schätzung | Estimation | CAPM | Aktienmarkt | Stock market | Prognoseverfahren | Forecasting model | Arbitrage Pricing | Arbitrage pricing |
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