Volatility GARCH models with the ordered weighted average (OWA) operators

Martha Flores-Sosa, Ezequiel Avilés-Ochoa, José M. Merigó, Ronald R. Yager. Volatility GARCH models with the ordered weighted average (OWA) operators. Inf. Sci., 565:46-61, 2021. [doi]

Abstract

Abstract is missing.