The improved Semi-parametric Markov switching models for predicting Stocks Prices

Department of Accounting, Ilam Branch, Islamic Azad University, Ilam, Iran

Department of Accounting, Kermanshah Branch, Islamic Azad University, Kermanshah, Iran.

Department of Accounting, Kermanshah Branch, Islamic Azad University, Kermanshah, Iran.

Department of Statistics, Ilam Branch, Islamic Azad University , Ilam, Iran.