Evolving fuzzy-GARCH approach for financial volatility modeling and forecasting
Leandro Maciel, Fernando Gomide, Rosangela Ballini
| Year of publication: |
October 2016
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|---|---|
| Authors: | Maciel, Leandro ; Gomide, Fernando ; Ballini, Rosangela |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 48.2016, 3, p. 379-398
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| Subject: | Evolving fuzzy systems | Volatility | Forecasting | Risk analysis | Finance | Volatilität | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Fuzzy-Set-Theorie | Fuzzy sets | Portfolio-Management | Portfolio selection | Risiko | Risk | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-015-9535-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011712504