A multi-covariate semi-parametric conditional volatility model using probabilistic fuzzy systems

Rui Almeida e Santos Nogueira, Nalan Basturk, U Kaymak, Viorel Milea

Research output: Chapter/Conference proceedingConference proceedingAcademicpeer-review

9 Citations (Scopus)
Original languageEnglish
Title of host publicationComputational Intelligence for Financial Engineering & Economics (CIFEr), 2012 IEEE Conference
DOIs
Publication statusPublished - 29 Mar 2012

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