Volatility forecasting is a challenging task that has attracted the attention of market practitioners, regulators and academics in recent years. This paper proposes an evolving fuzzyGARCH approach to model and forecast the volatility of S&P 500 and Ibovespa indexes. The model comprises both the concept of evolving fuzzy systems and GARCH modeling approach in order to consider the principles of ...

Organic compounds represent a significant fraction of submicrometer atmospheric aerosol mass. Even if most of these compounds are semi-volatile in atmospheric concentrations, the ambient organic aerosol volatility is quite uncertain. The most common volatility measurement method relies on the use of a thermodenuder (TD). The aerosol passes through a heated tube where its more volatile component...