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Ordered Fuzzy GARCH Model for Volatility Forecasting.

Adam MarszalekTadeusz Burczynski
Published in: EUSFLAT/IWIFSGN (2) (2017)
Keyphrases
  • garch model
  • stock index
  • stock market
  • multivariate time series
  • sar images
  • chinese stock market
  • short term
  • financial time series
  • heavy tailed
  • stock returns