Abstract: To study the asymmetric jump behaviors of the stock markets, we propose a novel autoregressive conditional jump intensity (ARJI)—generalized autoregressive conditional heteroskedasticity ...
Piper PA-24-180 Comanche G-ARJI: Written off (destroyed) 19 January 1965, when crashed on take off from Fairoaks Airport, Chobham, Woking, Surrey (EGTF), overturned and caught fire. All three persons ...