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]

@article{Flores-SosaAMY21,
  title = {Volatility GARCH models with the ordered weighted average (OWA) operators},
  author = {Martha Flores-Sosa and Ezequiel Avilés-Ochoa and José M. Merigó and Ronald R. Yager},
  year = {2021},
  doi = {10.1016/j.ins.2021.02.051},
  url = {https://doi.org/10.1016/j.ins.2021.02.051},
  researchr = {https://researchr.org/publication/Flores-SosaAMY21},
  cites = {0},
  citedby = {0},
  journal = {Inf. Sci.},
  volume = {565},
  pages = {46-61},
}