TAR-cointegration neural network model: An empirical analysis of exchange rates and stock returns.

Melike Bildirici Elçin A. Alp Özgür Ömer Ersin TAR-cointegration neural network model: An empirical analysis of exchange rates and stock returns. 2-11 2010 37 Expert Syst. Appl. 1 http://dx.doi.org/10.1016/j.eswa.2009.07.077 db/journals/eswa/eswa37.html#BildiriciAE10