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A hybrid fuzzy GJR-GARCH modeling approach for stock market volatility forecasting

Leandro Maciel
Year of publication:
2012
Authors: Maciel, Leandro
Subject: Prognoseverfahren | Forecasting model | Volatilität | Volatility | Fuzzy-Set-Theorie | Fuzzy sets | Aktienmarkt | Stock market | ARCH-Modell | ARCH model
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