Estimation of flexible fuzzy GARCH models for conditional density estimation
Year of publication: |
2013-07-31
|
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Authors: | Almeida, Rui Jorge ; Kaymak, Uzay ; Basturk, Basturk, N. ; Costa Sousa, Costa Sousa, J.M. |
Institutions: | Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam |
Subject: | Linguistic descriptions | Volatility forecasting | Conditional density estimation | Fuzzy GARCH models |
Extent: | application/pdf |
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Series: | ERIM Report Series Research in Management. - ISSN 1566-5283. |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series RePEc:ems:eureri Number ERS-2013-013-LIS |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models ; G32 - Financing Policy; Capital and Ownership Structure |
Source: |
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