A comparative assessment of different fuzzy regression methods for volatility forecasting
Year of publication: |
2013
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Authors: | Muzzioli, Silvia ; De Beats, B. |
Published in: |
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1568-4539, ZDB-ID 2167798-0. - Vol. 12.2013, 4, p. 433-450
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Subject: | Fuzzy regression methods | Linear programming | Least squares | Volatility forecasting | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Fuzzy-Set-Theorie | Fuzzy sets | Mathematische Optimierung | Mathematical programming | Schätztheorie | Estimation theory |
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