Evolving Possibilistic Fuzzy Modeling for Realized Volatility Forecasting With Jumps

Leandro Maciel, Rosangela Ballini, Fernando Gomide. Evolving Possibilistic Fuzzy Modeling for Realized Volatility Forecasting With Jumps. IEEE T. Fuzzy Systems, 25(2):302-314, 2017. [doi]

@article{MacielBG17,
  title = {Evolving Possibilistic Fuzzy Modeling for Realized Volatility Forecasting With Jumps},
  author = {Leandro Maciel and Rosangela Ballini and Fernando Gomide},
  year = {2017},
  doi = {10.1109/TFUZZ.2016.2578338},
  url = {http://dx.doi.org/10.1109/TFUZZ.2016.2578338},
  researchr = {https://researchr.org/publication/MacielBG17},
  cites = {0},
  citedby = {0},
  journal = {IEEE T. Fuzzy Systems},
  volume = {25},
  number = {2},
  pages = {302-314},
}