Using TGARCH-M to Model the Impact of Good News and Bad News on Covid-19 Related Stocks’ Volatilities

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ISSN Print: 2167-9533
ISSN Online: 2167-9541
www.scirp.org/journal/jfrm
E-mail: jfrm@scirp.org

Citations

"Using TGARCH-M to Model the Impact of Good News and Bad News on Covid-19 Related Stocks’ Volatilities"
written by Junqi Chen, Hui Li, Yan Lv,
published by Journal of Financial Risk Management, Vol.11 No.2, 2022

has been cited by the following article(s):

[1]	Application of Threshold Generalized Autoregressive Conditional Heteroscedastic (TGARCH) Model in Forecasting the LQ45 Stock Price Return
	… Berkala Ilmiah Bidang …, 2023

[2]	The Influence of Negative Public Opinion on the Stock Market of Biopharmaceutical Enterprises under Covid-19
	… on Economics, Business and Management Research, 2023

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[2]	The Asymmetric Effect of COVID-19 Pandemic on the US Market Risk Premium: Evidence from AEGAS-M Model Computational Economics, 2025 DOI:10.1007/s10614-024-10745-8

[3]	The Asymmetric Effect of COVID-19 Pandemic on the US Market Risk Premium: Evidence from AEGAS-M Model Computational Economics, 2024 DOI:10.1007/s10614-024-10745-8

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