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Fuzzy coefficient volatility (FCV) models with applications - MaRDI portal

Fuzzy coefficient volatility (FCV) models with applications (Q2473222)

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Fuzzy coefficient volatility (FCV) models with applications
scientific article

    Statements

    title
    Fuzzy coefficient volatility (FCV) models with applications (English)
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    author
    A. Thavaneswaran
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    S. S. Appadoo
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    publication date
    26 February 2008
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    zbMATH Keywords
    possibilistic mean
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    possibilistic variance
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    fuzzy coefficient autoregressive model
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    Identifiers

    Mathematics Subject Classification ID
    91B28
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    62M10
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    62P05
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    03E72
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    zbMATH DE Number
    5241218
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    OpenAlex ID
    W2031349101
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