AN EVOLVING FUZZY-GARCH APPROACH FORFINANCIAL VOLATILITY MODELING AND FORECASTING

Leandro Maciel, Fernando Gomide and Rosangela Ballini

Anais do XL Encontro Nacional de Economia [Proceedings of the 40th Brazilian Economics Meeting] from ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics]

Date: 2014
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Journal Article: Evolving Fuzzy-GARCH Approach for Financial Volatility Modeling and Forecasting (2016)
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