Browsing A) Producción científica UCSC by Author "Kacprzyk, Janusz"
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A new measure of volatility using induced heavy moving averages
León Castro, Ernesto; Espinoza Audelo, Luis Fernando; Avilés Ochoa, Ezequiel; Merigó, José M.; Kacprzyk, Janusz (2019)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 ...