Results 151 to 160 of about 13,849,659 (169)

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

Lecture Notes in Computer Science, 2022
Pichayakone Rakpho
exaly  

A new GJR-GARCH model for ℤ-valued time series

Journal of Time Series Analysis, 2022
Fukang Zhu
exaly  

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
Seyed Babak Ebrahimi, Majid Mirzaee Ghazani   +1 more
exaly  

Analytic moments for GJR-GARCH (1, 1) processes

International Journal of Forecasting, 2021
Emese Lazar, Carol Alexander
exaly  

GJR-GARCH model in value-at-risk of financial holdings

Applied Financial Economics, 2011
Y J Lin
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  

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  

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  

Nonlinear neural network forecasting model for stock index option price: Hybrid GJR–GARCH approach

Expert Systems With Applications, 2009
Yi-Hsien Wang
exaly  

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

IEICE Transactions on Information and Systems, 2018
Junzo Watada
exaly