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Evolving Fuzzy-GARCH Approach for Financial Volatility Modeling and Forecasting · Study

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ArticleEvolving Fuzzy-GARCH Approach for Financial Volatility Modeling and Forecasting

Leandro Maciel2015

Article2015

Evolving Fuzzy-GARCH Approach for Financial Volatility Modeling and Forecasting

Leandro Maciel · Fernando A. C. Gomide · Rosângela Ballini

28 citations·0/0 files stored·Computational Economics

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Financial Risk and Volatility Modeling Market Dynamics and Volatility Stock Market Forecasting Methods

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References

1986Generalized autoregressive conditional heteroskedasticity 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1991Conditional Heteroskedasticity in Asset Returns: A New Approach 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks 1965The Behavior of Stock-Market Prices 1994Comparing Predictive Accuracy 1995Comparing Predictive Accuracy 2006Realized Variance and Market Microstructure Noise

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Year2015

Typearticle

Published2015-11-28

VenueComputational Economics

ISSN-L0927-7099

Languageen

Citations28

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1007/s10614-015-9535-2

openalex_workW2309799397

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