A new measure of volatility using induced heavy moving averages

A new measure of volatility using induced heavy moving averages

The volatility is a dispersion technique widely used in statistics and economics. This paper presents a new way to calculate volatility by using different extensions of the ordered weighted average (OWA) operator. This approach is called the induced heavy ordered weighted moving average (IHOWMA) vo...

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Bibliographic Details
Main Authors: Ernesto León-Castro, Luis Fernando Espinoza-Audelo, Ezequiel Aviles-Ochoa, José M. Merigó, Janusz Kacprzyk
Format: Article
Language:English
Published: Vilnius Gediminas Technical University 2019-05-01
Series:Technological and Economic Development of Economy
Subjects:
volatility
IHOWMA operator
exchange rate
moving average
Online Access:https://bme.vgtu.lt/index.php/TEDE/article/view/9374

Internet

https://bme.vgtu.lt/index.php/TEDE/article/view/9374

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