Option implied moments obtained through fuzzy regression
Silvia Muzzioli, Luca Gambarelli, Bernd De Baets
| Year of publication: |
2020
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|---|---|
| Authors: | Muzzioli, Silvia ; Gambarelli, Luca ; De Baets, Bernard |
| 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 1573-2908, ZDB-ID 2065595-2. - Vol. 19.2020, 2, p. 211-238
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| Subject: | Forecasting | Fuzzy regression | Skewness | Kurtosis | Italian market | Regressionsanalyse | Regression analysis | Fuzzy-Set-Theorie | Fuzzy sets | Prognoseverfahren | Forecasting model | Statistische Verteilung | Statistical distribution | Italien | Italy |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10700-020-09316-x [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012225083