Adjusting beliefs via transformed fuzzy returns
© 2017 Serials Publications Pvt. Ltd. Change in structural level can cause shifts in the properties of data and, therefore, imposes needs in adjusting belief on the inference. In this study, we consider such a problem in the estimation of financial series. Under Bayesian framework, we propose the id...
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| Main Authors: | , , , |
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| Format: | Journal |
| Published: |
2018
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| Subjects: | |
| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85035774441&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/56889 |
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| Institution: | Chiang Mai University |