Volatility GARCH models with the ordered weighted average (OWA) operators (Q6086276): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.ins.2021.02.051
+Normal rank
@@ Property / OpenAlex ID @@
+W3135451111
@@ Property / OpenAlex ID: W3135451111 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of flexible fuzzy GARCH models for conditional density estimation
+Normal rank
@@ Property / cites work @@
+Maximum likelihood estimation of the Markov-switching GARCH model based on a general collapsing procedure
+Normal rank
@@ Property / cites work @@
+Closed-form variance swap prices under general affine GARCH models and their continuous-time limits
+Normal rank
@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
+Normal rank
@@ Property / cites work @@
+OLS and IV estimation of regression models including endogenous interaction terms
+Normal rank
@@ Property / cites work @@
+Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling
+Normal rank
@@ Property / cites work @@
+GARCH-based robust clustering of time series
@@ Property / cites work: GARCH-based robust clustering of time series / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized means as model of compensative connectives
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
+Normal rank
@@ Property / cites work @@
+Optimum thresholding using mean and conditional mean squared error
+Normal rank
@@ Property / cites work @@
+GARCH Models
@@ Property / cites work: GARCH Models / rank @@
+Normal rank
@@ Property / cites work @@
+International Liquidity and Exchange Rate Dynamics *
+Normal rank
@@ Property / cites work @@
+Volatility estimation for Bitcoin: a comparison of GARCH models
+Normal rank
@@ Property / cites work @@
+The induced generalized OWA operator
@@ Property / cites work: The induced generalized OWA operator / rank @@
+Normal rank
@@ Property / cites work @@
+A globally consistent nonlinear least squares estimator for identification of nonlinear rational systems
+Normal rank
@@ Property / cites work @@
+Modeling volatility using state space models with heavy tailed distributions
+Normal rank
@@ Property / cites work @@
+Weighted possibilistic moments of fuzzy numbers with applications to GARCH modeling and option pricing
+Normal rank
@@ Property / cites work @@
+On ordered weighted averaging aggregation operators in multicriteria decisionmaking
+Normal rank
@@ Property / cites work @@
+Induced aggregation operators.
@@ Property / cites work: Induced aggregation operators. / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized OWA aggregation operators
@@ Property / cites work: Generalized OWA aggregation operators / rank @@
+Normal rank
@@ Property / cites work @@
+Revising the OWA operator for multi criteria decision making problems under uncertainty
+Normal rank