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

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