Results 201 to 205 of about 3,916 (205)

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

Fuzzy Levy-GJR-GARCH American Option Pricing Model Based on an Infinite Pure Jump Process

IEICE Transactions on Information and Systems, 2018
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