Results 161 to 169 of about 13,849,659 (169)

Volatility Forecasting Using a Hybrid GJR-GARCH Neural Network Model

Procedia Computer Science, 2014
David Enke
exaly  

Semiparametric efficient adaptive estimation of the GJR-GARCH model

Statistics and Risk Modeling, 2018
exaly  

Study on Financial Market Risk Measurement Based on GJR-GARCH and FHS

Science Journal of Applied Mathematics and Statistics, 2015
exaly  

Use of GJR-GARCH Model for Forecasting of Financial Risk

Lecture Notes in Networks and Systems
Vivek Vijay
exaly  

Empirical Research on VAR Model Based on GJR-GARCH, EVT and Copula

Science Journal of Applied Mathematics and Statistics, 2015
exaly  

GJR-GARCH process with normal errors of varying mean

Communications in Statistics Part B: Simulation and Computation
Yakoub Boularouk
exaly  

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

Empirical Economics
exaly  

A Modified GJR-GARCH Model with Information Disseminating Speed

2007
exaly  

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