A Comparison Study on Developed FSWGARCH, SWGARCH and GARCH Models in Time Series Forecasting: An Application to Airline Passenger Volume

by Hanapi, A.L.M., Othman, M., Sokkalingam, R., Sakidin, H.
Published 2021
Institution: Universiti Teknologi Petronas

A novel fuzzy linear regression slidingwindow GARCH model for time-series forecasting

by Hanapi, A.L.M., Othman, M., Sokkalingam, R., Ramli, N., Husin, A., Vasant, P.
Published 2020
Institution: Universiti Teknologi Petronas