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The Scientific World Journal
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2014
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Article
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Tab 1
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Research Article
Modeling Markov Switching ARMA-GARCH Neural Networks Models and an Application to Forecasting Stock Returns
Table 1
Daily returns in ISE 100 index, basic statistics.
Mean
Median
Mode
Minimum
Maximum
Standard deviation
Skewness
Kurtosis
0.001725
0.001421
0.0000001
ā0.19979
0.217108
0.028795
0.071831
4.207437