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Measuring extreme risk of sustainable financial system using GJR-GARCH model trading data-based.
Xiaomeng Ma
Ruixian Yang
Dong Zou
Rui Liu
Published in:
Int. J. Inf. Manag. (2020)
Keyphrases
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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