TSK Fuzzy Inference System Based GARCH Model for Forecasting Exchange Rate Volatility

Liyan Geng, Junhai Ma. TSK Fuzzy Inference System Based GARCH Model for Forecasting Exchange Rate Volatility. In Jun Ma, Yilong Yin, Jian Yu, Shuigeng Zhou, editors, Fifth International Conference on Fuzzy Systems and Knowledge Discovery, FSKD 2008, 18-20 October 2008, Jinan, Shandong, China, Proceedings, Volume 3. pages 103-107, IEEE Computer Society, 2008. [doi]

Abstract

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