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Conditional Density Estimation Using Fuzzy GARCH Models

Rui Jorge Almeida, Nalan Bastürk, Uzay Kaymak, João Miguel da Costa Sousa. Conditional Density Estimation Using Fuzzy GARCH Models. In Rudolf Kruse, Michael R. Berthold, Christian Moewes, María Angeles Gil, Przemyslaw Grzegorzewski, Olgierd Hryniewicz, editors, Synergies of Soft Computing and Statistics for Intelligent Data Analysis, Proceedings of the 6th International Conference on Soft Methods in Probability and Statistics, SMPS 2012, Konstanz, Germany, October 4-6, 2012. Volume 190 of Advances in Intelligent Systems and Computing, pages 173-181, Springer, 2012. [doi]

Authors

Rui Jorge Almeida

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Nalan Bastürk

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Uzay Kaymak

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João Miguel da Costa Sousa

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