Robust Kalman filter based on a fuzzy GARCH model to forecast volatility using particle swarm optimization.
Resource URI: https://dblp.l3s.de/d2r/resource/publications/journals/soco/Hung15
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Robust Kalman filter based on a fuzzy GARCH model to forecast volatility using particle swarm optimization.
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Robust Kalman filter based on a fuzzy GARCH model to forecast volatility using particle swarm optimization.
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