A measure of market volatility based on F-transform

Luigi Troiano, Elena Mejuto Villa. A measure of market volatility based on F-transform. Fuzzy Sets and Systems, 395:199-216, 2020. [doi]

@article{TroianoV20,
  title = {A measure of market volatility based on F-transform},
  author = {Luigi Troiano and Elena Mejuto Villa},
  year = {2020},
  doi = {10.1016/j.fss.2019.07.012},
  url = {https://doi.org/10.1016/j.fss.2019.07.012},
  researchr = {https://researchr.org/publication/TroianoV20},
  cites = {0},
  citedby = {0},
  journal = {Fuzzy Sets and Systems},
  volume = {395},
  pages = {199-216},
}