English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Global: Zendy Plus annual

Presents the access of premium content as premium feature

Premium Content

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Global: Zendy Tools annual

Global: Zendy Free Plan

Global: Zendy Tools monthly

Global: Zendy Plus monthly

we build the threshold-based state-dependent autoregressive jump intensity-GARCH model to study smooth fluctuations and jump changes of individual stocks listed in China. It makes the jump intensity not only driven by idiosyncratic factors, but impacted by external state variables. Comparing with the existing models, it boasts better goodness of fit and explanatory ability. It not only can more clearly describe the time variation, clustering and threshold-based state-dependence of jump changes as well as capture the asymmetry and clustering in normal volatility, but also can better illustrate the risk contagion between cross-shareholding companies.

Analyzing Jump Risk and its Contagious Effect of Stock Asset in Jump-GARCH Model with Threshold and Variable Intensity