Use of GJR-GARCH Model for Forecasting of Financial Risk

Lecture notes in networks and systems 2026

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Authors: Pankaj Kumar, Vivek Vijay
DOI: 10.1007/978-981-96-6941-7_39
Cited by: 0
References: 19

Fields of Study & Subjects

Financial Risk and Volatility Modeling Risk and Portfolio Optimization Stock Market Forecasting Methods

Publication details

Journal / source
Lecture notes in networks and systems
Pages
503–512
Publication date
1 January 2026
Language
EN