2013
Conditional density estimation using fuzzy GARCH models
Publication
Publication
Additional Metadata | |
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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 | |
Organisation | 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
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