A comparative assessment of different fuzzy regression methods for volatility forecasting
S. Muzzioli, B. De Baets
| Year of publication: |
2013
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|---|---|
| Authors: | Muzzioli, Silvia ; De Beats, B. |
| Published in: |
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1568-4539, ZDB-ID 2167798-0. - Vol. 12.2013, 4, p. 433-450
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| Subject: | Fuzzy regression methods | Linear programming | Least squares | Volatility forecasting | Volatilität | Volatility | Regressionsanalyse | Regression analysis | Fuzzy-Set-Theorie | Fuzzy sets | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Mathematische Optimierung | Mathematical programming |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010232663