Volatility forecasting: a new GARCH-type model for fuzzy sets-valued time series.

Thu, 01 May 2025 01:00:00 +0200

Xingyu Dai, Roy Cerqueti, Qunwei Wang , Ling Xiao :
Volatility forecasting: a new GARCH-type model for fuzzy sets-valued time series. Ann. Oper. Res. 348(1): 735-775 (2025)