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Ordered Fuzzy GARCH Model for Volatility Forecasting.
Adam Marszalek
Tadeusz Burczynski
Published in:
EUSFLAT/IWIFSGN (2) (2017)
Keyphrases
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garch model
stock index
stock market
multivariate time series
sar images
chinese stock market
short term
financial time series
heavy tailed
stock returns