Results 191 to 198 of about 36,906 (198)

The time-varying linkages between global oil market and China's commodity sectors: Evidence from DCC-GJR-GARCH analyses

Energy, 2019
Cheng Jiang, Bin Mo, He Nie
exaly  

A note on the Nelson-Cao inequality constraints in the GJR-GARCH model: is there a leverage effect?

International Journal of Economics and Business Research, 2018
Stavros Stavroyiannis
exaly  

A Comparison of Risk Neutral Historic Distribution -, E-GARCH - and GJR-GARCH Model Generated Volatility Skews for BRICS Securities Exchange Indexes

Procedia Economics and Finance, 2015
Coenraad Labuschagne
exaly  

Forecasting volatility in the stock market data using GARCH, EGARCH, and GJR models

2023
Kulwinder Singh Parmar
exaly  

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

Operations Research and Fuzziology
openaire   +1 more source

The Spillover Effects of Market Sentiments on Global Stock Market Volatility: A Multi-Country GJR-GARCH-MIDAS Approach

Journal of Risk and Financial Management
Jaewon Jung
exaly  

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

Empirical Economics
exaly  

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

openaire   +1 more source