Pubblicazioni

Volatility forecasting: a new GARCH-type model for fuzzy sets-valued time series

2023 - ANNALS OF OPERATIONS RESEARCH
Dai, Xingyu; Cerqueti, Roy; Wang, Qunwei; Xiao, Ling

GARCH-based Robust Fuzzy Clustering of Time Series

2016 - FUZZY SETS AND SYSTEMS
D'Urso, Pierpaolo; Giovanni, Livia De; Massari, Riccardo

Understanding volatility dynamics in the EU-ETS market

2015 - ENERGY POLICY
Eugenia Sanin, María; Violante, Francesco; Mansanet Bataller, María

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