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	doi.org/10.1007/978-3-642-33042-1_19, hdl.handle.net/1765/81374
Organisation	Erasmus School of Economics
Citation APA APA Style APA-ALL Style AAA 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., Basturk, N., Kaymak, U.& Da Costa Sousa, J. M. (2013, January). Conditional density estimation using fuzzy GARCH models.https://doi.org/10.1007/978-3-642-33042-1_19

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