Work

Adaptive Fuzzy-GARCH model applied to forecasting the volatility of stock markets using particle swarm optimization

Year: 2011

Type: article

Source: Information Sciences

DOI: 10.1016/j.ins.2011.02.027

Author: Jui-Chung Hung

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2063784014

FWCI: 9.485

Cites: 42

Cited by: 45

Related to: 10