Adjusting beliefs via transformed fuzzy returns

• Main Authors: Tanarat Rattanadamrongaksorn, Duangthip Sirikanchanarak, Jirakom Sirisrisakulchai, Songsak Sriboonchitta
• Format: Journal
• Published: 2018
• Subjects: Business, Management and Accounting; Economics, Econometrics and Finance
• Online Access: https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85035774441&origin=inward; http://cmuir.cmu.ac.th/jspui/handle/6653943832/56889
• Institution: Chiang Mai University

© 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...