A measure of market volatility based on F–transform

descriptionPublicationkeyboard_double_arrow_right Article 01 Sep 2020 Italy English Publisher:Elsevier BVJournal:Fuzzy Sets and Systems, volume 395, pages 199-216 (issn: 0165-0114,

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Authors: Luigi Troiano; Elena Mejuto Villa;

doi: 10.1016/j.fss.2019.07.012

handle: 11386/4748448

A measure of market volatility based on F–transform

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Abstract

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Country

Italy

Related Organizations

Università degli studi di Salerno
Italy
University of Sannio
Italy

Keywords

quantitative finance, fuzzy transform, volatility, Mathematical economics and fuzziness, Microeconomic theory (price theory and economic markets), Quantitative finance, Fuzzy transform, Volatility

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