[IEEE 2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr) - New York City, NY, USA (2012.03.29-2012.03.30)] 2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr) - A multi-covariate semi-parametric conditional volatility model using probabilistic fuzzy systems
Almeida, Rui Jorge, Basturk, Nalan, Kaymak, Uzay, Milea, ViorelYear:
2012
Language:
english
DOI:
10.1109/cifer.2012.6327765
File:
PDF, 282 KB
english, 2012