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"A multi-covariate semi-parametric conditional volatility model using ..."

Rui Jorge Almeida et al. (2012)

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DOI: 10.1109/CIFER.2012.6327765

access: closed

type: Conference or Workshop Paper

metadata version: 2024-05-07

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  dblp key:
  - conf/cifer/AlmeidaBKM12
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  - https://dblp.org/rec/conf/cifer/AlmeidaBKM12
Rui Jorge Almeida, Nalan Bastürk, Uzay Kaymak, Viorel Milea:
A multi-covariate semi-parametric conditional volatility model using probabilistic fuzzy systems. CIFEr 2012: 1-8

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