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ArticleVolatility GARCH models with the ordered weighted average (OWA) operators

Martha Flores‐Sosa2021

Article2021

Volatility GARCH models with the ordered weighted average (OWA) operators

Martha Flores‐Sosa · Ezequiel Avilés‐Ochoa · José M. Merigó · Ronald R. Yager

30 citations·0/0 files stored·Information Sciences

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Financial Risk and Volatility Modeling Multi-Criteria Decision Making 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 1988On ordered weighted averaging aggregation operators in multicriteria decisionmaking 1990Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model 2017Volatility estimation for Bitcoin: A comparison of GARCH models 1999Induced ordered weighted averaging operators 1989The dynamics of exchange rate volatility: A multivariate latent factor ARCH model 2004Generalized OWA Aggregation Operators

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Year2021

Typearticle

Published2021-03-03

VenueInformation Sciences

ISSN-L0020-0255

Languageen

Citations30

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/j.ins.2021.02.051

openalex_workW3135451111

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