Multivariate time-varying volatility modeling using Probabilistic Fuzzy Systems - researchr publication authors

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Nalan Bastürk, Rui Jorge Almeida, Robert Golan, Uzay Kaymak. Multivariate time-varying volatility modeling using Probabilistic Fuzzy Systems. In 2016 IEEE Symposium Series on Computational Intelligence, SSCI 2016, Athens, Greece, December 6-9, 2016. pages 1-8, IEEE, 2016. [doi]

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