Results 191 to 200 of about 3,916 (205)

Analyzing spillover effects of selected cryptocurrencies on gold and brent crude oil under COVID-19 pandemic: Evidence from GJR-GARCH and EVT copula methods

Resources Policy, 2023
Majid Mirzaee Ghazani
exaly  

Comparison of forecasting performance between ARIMA-GJR-GARCH-SVR and ARIMA-GJR-GARCH-(LS-SVR) models based on wavelet transform

AIP Conference Proceedings
Bouraida Burhan Kadhum, Firas Ahmmed Mohammed   +1 more
openaire   +1 more source

Modeling and Forecasting Daily Hotel Demand: A Comparison Based on SARIMAX, Neural Networks, and GARCH Models

Forecasting, 2021
Apostolos Ampountolas
exaly  

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

2022
Roengchai Tansuchat, Pichayakone Rakpho
openaire   +1 more source

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

Energy, 2019
Cheng Jiang, He Nie, Bin Mo
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 C A Labuschagne
exaly  

A hybrid artificial neural network-GJR modeling approach to forecasting currency exchange rate volatility

Neurocomputing, 2019
Alexander Amo Baffour
exaly  

Forecasting Financial Returns Volatility: A GARCH-SVR Model

Computational Economics, 2019
Hao Sun
exaly  

VIX forecasting and variance risk premium: A new GARCH approach

North American Journal of Economics and Finance, 2015
Qiang Liu, Shuxin Guo, Gaoxiu Qiao
exaly