FORECASTING VOLATILITY SPILLOVERS USING ADVANCED GARCH MODELS: EMPIRICAL EVIDENCE FOR DEVELOPED STOCK MARKETS FROM AUSTRIA AND USA

Forecasting Volatility Spillovers Using Advanced GARCH Models: Empirical Evidence for Developed Stock Markets from Austria and USA

The research study voyage commences with the foundational objective of fitting a suitable Generalized Autoregressive Conditional Heteroscedastic (GARCH) model to assess market volatility, a fundamental pillar of financial analysis.This research embarks on an ambitious quest to predict and understand stock market volatility within the realms of the

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Behavior Analysis of the New PSO-CGSA Algorithm in Solving the Combined Economic Emission Dispatch Using Non-parametric Tests

This paper proposes a new metahaeuristic algorithm named particle swarm optimization and chaotic gravitational search algorithm (PSO-CGSA) for solving the combined economic and emission dispatch (CEED) problem.First, we determine the efficiency and effectiveness measures of the algorithm and compare it with other well-known algorithms.Then, we anal

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