Fuzzy coefficient volatility (FCV) models with applications

Mathematical and Computer Modelling

Volumn 45, Issue 7-8, 2007, Pages 777-786

  Thavaneswaran, A ^a   Thiagarajah, K ^b   Appadoo, S S ^a  

^a UNIVERSITY OF MANITOBA   (Canada)

^b ILLINOIS STATE UNIVERSITY   (United States)

Author keywords

Fuzzy coefficient autoregressive model; Possibilistic mean; Possibilistic variance

Indexed keywords

FORECASTING; MATHEMATICAL MODELS; STATISTICAL METHODS; TIME SERIES ANALYSIS;

FUZZY COEFFICIENT AUTOREGRESSIVE MODELS; FUZZY COEFFICIENT VOLATILITY (FCV); FUZZY NUMBERS; POSSIBILISTIC MEAN; POSSIBILISTIC VARIANCE;

FUZZY SETS;

EID: 33845595131     PISSN: 08957177     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.mcm.2006.07.019     Document Type: Article

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