Conditional density estimation using fuzzy GARCH models

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Keywords	Conditional volatility, density estimation, fuzzy GARCH, fuzzy model, time series analysis
Persistent URL	dx.doi.org/10.1007/978-3-642-33042-1_19, hdl.handle.net/1765/81374
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	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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