Constantinou,Eleni et al. <br/><br/>
Regime switching and artificial neural network forecasting of the cyprus stock exchange daily returns 
 J5277  2006 

 -  2006 
 - 371-383  V.  11  Issue.   4 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Finance and Economics
<br/><br/><label>Subjects--Index Terms: </label>Reime switching;Artificial neural networks;Stock returns;Forecast encompassion;Forecasting accuracy;Nonlinearity;