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Publication:3182376
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zbMATH Open1171.62067MaRDI QIDQ3182376

K. Thiagarajah

Publication date: 8 October 2009


Full work available at URL: http://pphmj.com/abstract/4205.htm

Title of this publication is not available (Why is that?)


zbMATH Keywords

ARCHGARCHvolatilityfuzzy parameterfuzzy forecast


Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Point estimation (62F10)



Related Items (5)

On an implicit assessment of fuzzy volatility in the Black and Scholes environment ⋮ Quantile forecasts for financial volatilities based on parametric and asymmetric models ⋮ Approaches to forecasting volatility: Models and their performances for emerging equity markets ⋮ Fuzzy coefficient volatility (FCV) models with applications ⋮ Forecasting volatility in the presence of model instability






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