GJR

(redirected from Glosten, Jagannathan and Runkle)
AcronymDefinition
GJRGeorge Junior Republic (Grove City, PA; private school)
GJRGlosten, Jagannathan and Runkle (econometric model authors)
GJRGuelph Junction Railway (Canada)
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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).