GJR

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Acronym	Definition
GJR	George Junior Republic (Grove City, PA; private school)
GJR	Glosten, Jagannathan and Runkle (econometric model authors)
GJR	Guelph Junction Railway (Canada)

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The GJR model is a simple extension of GARCH model, with an additional term added to account for possible asymmetries. Impact of futures and asymmetric effect on the volatility of Indian ... by Padhi, Puja / Indian Journal of Economics and Business Glosten, Jagannathan and Runkle (1993) suggested the TARCH (threshold ARCH) model (or GJR model), considering those facts. The volatility and asymmetry of Won/Dollar exchange rate by Yoon, Seok; Lee, Ki Seong / Journal of Social Sciences it] > 0, the GJR specification will generate higher values for ht when [[epsilon]. Efficiently estimated mean and volatility characteristics for the ... by Solibakke, P.B. / International Journal of Business			GJK GJKC GJKIZ GJKT GJL GJLE GJLOS GJLPP GJLS GJM GJMA GJMC GJMHRC GJMS GJN GJNH GJNT GJNY GJO GJP GJPA GJPAS GJPB GJPL GJPO GJR GJRA GJRB GJRP GJRS GJS GJSA GJSC GJSD GJSO GJSPS GJSQ GJSR GJSS GJT GJTB GJTE GJTI GJTMAP GJTMC GJTO GJTT GJU GJUHSD GJUS&T GJV			GJL GJLE GJLOS GJLPP GJLS GJM GJMA GJMC GJMHRC GJMS GJN GJNH GJNT GJNY GJO Gjoa Gjöa Gjøa GJP GJPA GJPAS GJPB GJPL GJPO GJR GJRA GJRB GJRP GJRS Gjs GJSA GJSC GJSD GJSO GJSPS GJSQ GJSR GJSS GJT GJTB GJTE GJTI GJTMAP GJTMC GJTO GJTT GJU Gjuhëzës GJUHSD

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