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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]

Authors

Martha Flores-Sosa

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Ezequiel Avilés-Ochoa

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José M. Merigó

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Ronald R. Yager

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