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An empirical application is provided for forecasting daily returns in gold mar1et. ... Melike Bildirici and ÃzgÃ¼ r Ersin / Procedia Economics and Finance 38 ( 2016 ) 106 â ...... Franses, p.H. and D. van Dij1 (2000), nonYlinear time series models in ..... poon, s.h. (2005) a practical Guide to Forecasting Financial mar1et volatility.

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