Results 151 to 157 of about 36,176 (157)

Forecasting the volatility of European Union allowance futures with macroeconomic variables using the GJR-GARCH-MIDAS model

Empirical Economics
Huawei Niu, Tianyu Liu
semanticscholar   +1 more source

Hedging Agriculture Commodities Futures with Histogram Data Based on Conditional Copula-GJR-GARCH

2022
Roengchai Tansuchat, Pichayakone Rakpho
openaire   +1 more source

Value-at-risk forecasts by dynamic spatial panel GJR-GARCH model for international stock indices portfolio

Soft Computing - A Fusion of Foundations, Methodologies and Applications, 2018
Wei-guo Zhang, G. Mo, Fang Liu, Yongjun Liu   +3 more
semanticscholar   +1 more source

Measurements of the Conditional Dependence Structure Among Carbon, Fossil Energy and Renewable Energy Prices: Vine Copula Based GJR-GARCH Model

International Symposium on Integrated Uncertainty in Knowledge Modelling, 2020
Yefan Zhou, Jianxu Liu, Jirakom Sirisrisakulchai, S. Sriboonchitta   +3 more
semanticscholar   +1 more source

The Pricing of CSI 300 ETF Options with GJR-GARCH Model

Operations Research and Fuzziology
openaire   +1 more source

Culture, Investment Behaviour and Stock Market Volatility A Markov Regime-Switching GJR-GARCH Approach

Global Review of Accounting and Finance, 2015
openaire   +1 more source

Modeling and Forecasting Bitcoin Volatility: A Comparative Analysis of GARCH and GJR-GARCH Models

openaire   +1 more source