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"Volatility GARCH models with the ordered weighted average (OWA) operators."

Martha Flores-Sosa et al. (2021)

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DOI: 10.1016/J.INS.2021.02.051

access: closed

type: Journal Article

metadata version: 2021-07-25

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  - https://dblp.org/rec/journals/isci/Flores-SosaAMY21
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)

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