An evolutionary hybrid Fuzzy Computationally Efficient EGARCH model for volatility prediction

Title
An evolutionary hybrid Fuzzy Computationally Efficient EGARCH model for volatility prediction
Authors
Keywords
Volatility prediction, Stock markets, GARCH model variants, Fuzzy logic based hybrids, Fuzzy inference with nonlinear functions, Multistep prediction, Differential evolution, Super predictive ability test
Journal
APPLIED SOFT COMPUTING
Volume 45, Issue -, Pages 40-60
Publisher
Elsevier BV
Online
2016-04-29
DOI
10.1016/j.asoc.2016.04.014

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