In our study, development experiences towards economic development are investigated to provide an alternative analysis of economic development, human capital and genetic inheritance in light of consanguineous marriages. The countries analyzed in the study are discussed in accordance with...

The consanguine marriages and/or causine marriages are generally accepted and evaluated in light of the genetic problems. However, in the study, we aim to explain the effects on economic development and genetics problem of consanguine marriages and to investigate the relationship between...

The study focuses on analyzing an economy that applies inflation targeting rule where the policy interest rate is determined actively by the Taylor rule. However, following the interest rate rule, the policy maker involuntarily becomes the affirmant of inflation. As a result, the apriori target...

The study analyzes the family of regime switching GARCH neural network models, which allow the generalization of MS type RS-GARCH models to MS-GARCH-NN models by incorparating with neural network architectures with different dynamics and forecasting capabilities both in addition to the family of...

Recently, Donaldson and Kamstra (1997) proposed a class of NN-GARCH models which are extended to a class of NN-GARCH family by Bildirici and Ersin (2009). The study aims to analyze the nonlinear behavior and leptokurtic distribution in petrol prices by utilizing a newly developed family of...

The Turkish version of this paper can be found at: "http://ssrn.com/abstract=2222071" http://ssrn.com/abstract=2222071The study aims to investigate linear GARCH, fractionally integrated FI-GARCH and Asymmetric Power APGARCH models and their nonlinear counterparts based on Support Vector...

The English version of this paper can be found at: "http://ssrn.com/abstract=2227747" http://ssrn.com/abstract=2227747Çalışma, temel GARCH modelinin Destek Vektör Makinesi ve Yapay Sinir Ağları ile iyileştirilmiş modellerin incelenerek GARCH modelinin tahmin performansının...

The study proposes and a family of regime switching GARCH neural network models to model volatility. The proposed MS-ARMA-GARCH-NN models allow MS type regime switching in both the conditional mean and conditional variance for time series and further augmented with artificial neural networks to...