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

Xingyu Dai, Roy CERQUETI, Qunwei Wang, Ling Xiao

Research output: Contribution to journal › Article › peer-review

Original language	English
Journal	Annals of Operations Research
DOIs	https://doi.org/10.1007/s10479-023-05746-z
Publication status	Published - 14 Dec 2023

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title = "Volatility forecasting: A new GARCH-type model for fuzzy sets-valued time series",

author = "Xingyu Dai and Roy CERQUETI and Qunwei Wang and Ling Xiao",

year = "2023",

month = dec,

day = "14",

doi = "10.1007/s10479-023-05746-z",

language = "English",

journal = "Annals of Operations Research",

issn = "0254-5330",

publisher = "Springer Netherlands",

}

TY - JOUR

T1 - Volatility forecasting

T2 - A new GARCH-type model for fuzzy sets-valued time series

AU - Dai, Xingyu

AU - CERQUETI, Roy

AU - Wang, Qunwei

AU - Xiao, Ling

PY - 2023/12/14

Y1 - 2023/12/14

U2 - 10.1007/s10479-023-05746-z

DO - 10.1007/s10479-023-05746-z

M3 - Article

SN - 0254-5330

JO - Annals of Operations Research

JF - Annals of Operations Research

ER -