Search results for "GJR" | NDL Search

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McAleer, MichaelInstitute of Economic Research, Kyoto University2010-10KIER Discussion Paper729

Available onlineOther Libraries in Japan

Summary, etc....and ARMA(3, 2)-GJR(1, 1) models are suitable for...
Subject HeadingENSO SOI SOT Greenhouse Gas Emissions Volatility GARCH GJR EGARCH

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Asai, Manabu, McAleer, MichaelInstitute of Economic Research, Kyoto University2010-12KIER Discussion Paper747

Available onlineOther Libraries in Japan

Summary, etc....H (EGARCH) and GJR models to prop......GARCH and WDCC-GJR models, and co......el to the WDCC-GJR and asymmetric BEKK models. M...
Subject Heading...process EGARCH GJR asymmetric BEKK heavy-tailed ...

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Chu, LanFen, McAleer, Michael, Chen, Chi-Chung日本経済国際共同センター2009-08Discussion paper series. CIRJE-FCIRJE-F-635

Other Libraries in Japan

Subject HeadingENSO SOI SOT Volatility GARCH GJR EGARCH JEL Classifications: Q...

Digital文書・図像類

McAleer, MichaelInstitute of Economic Research, Kyoto University2010-08KIER Discussion Paper712

Available onlineOther Libraries in Japan

Paper文書・図像類

Chan, Felix, Dora, Marinova, Michael, McAleer日本経済国際共同センター2003-03Discussion paper series. CIRJE-F2003-CF-208

Other Libraries in Japan

Subject HeadingElectronics partents patent share innovation GARCH GJR EGARCH asymmetry

Paper文書・図像類

Chang, Chia-Lin, McAleer, Michael日本経済国際共同センター2010-02Discussion paper series. CIRJE-FCIRJE-F-716

Other Libraries in Japan

Paper文書・図像類

Chang, Chia-Lin, McAleer, Michael日本経済国際共同センター2009-11Discussion paper series. CIRJE-FCIRJE-F-691

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