Conditional volatility, density estimation, fuzzy GARCH, fuzzy model, time series analysis
dx.doi.org/10.1007/978-3-642-33042-1_19, hdl.handle.net/1765/81374
Erasmus School of Economics

Almeida, R.J, Basturk, N, Kaymak, U, & Da Costa Sousa, J.M. (2013). Conditional density estimation using fuzzy GARCH models. doi:10.1007/978-3-642-33042-1_19