Results 191 to 200 of about 11,660 (201)

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

Neurocomputing, 2019
Alexander Amo Baffour
exaly  

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

2023
Sarbjit Singh, Kulwinder Singh Parmar, Jatinder Kaur   +2 more
openaire   +1 more source

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  

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

Lecture Notes in Computer Science, 2022
exaly  

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

Operations Research and Fuzziology
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  

Bayesian Estimation of the Linear Regression Model with Student-t-GJR(1, 1) Errors

2008
openaire   +1 more source