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Measuring extreme risk of sustainable financial system using GJR-GARCH model trading data-based.

Xiaomeng MaRuixian YangDong ZouRui Liu
Published in: Int. J. Inf. Manag. (2020)
Keyphrases
  • garch model
  • data analysis
  • long term
  • probability distribution
  • wavelet transform
  • generative model
  • stock market
  • statistical methods
  • prior information
  • sar images
  • log data
  • multivariate time series