(redirected from Glosten, Jagannathan and Runkle)
GJRGeorge Junior Republic (Grove City, PA; private school)
GJRGlosten, Jagannathan and Runkle (econometric model authors)
GJRGuelph Junction Railway (Canada)
Copyright 1988-2018 AcronymFinder.com, All rights reserved.
References in periodicals archive ?
The GJR-GARCH was given by Glosten, Jagannathan and Runkle (1993), Threshold ARCH method was introduced by Zakoian (1994) and Ding et al.
introduced by Glosten, Jagannathan and Runkle (GJR, 1993) and Zakoian (1994).
(1.) Campbell (1987), French, Schwert and Stambaugh (1987), Harvey (1989), Turner, Startz and Nelson (1989), Pagan and Hong (1989), Baillie and DeGennaro (1990), Nelson (1991), Campbell and Hentschel (1992), and Glosten, Jagannathan and Runkle (1993), Whitelaw (1994), Chauvet and Potter (1998), Mayfield (1999), and Whitelaw (2000).