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"Robust Kalman filter based on a fuzzy GARCH model to forecast volatility ..."

Jui-Chung Hung (2015)

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DOI: 10.1007/S00500-014-1447-X

access: closed

type: Journal Article

metadata version: 2020-10-26

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Jui-Chung Hung:
Robust Kalman filter based on a fuzzy GARCH model to forecast volatility using particle swarm optimization. Soft Comput. 19(10): 2861-2869 (2015)

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