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[PDF][PDF] Testing Nonlinearity through a Logistic Smooth Transition AR Model with Logistic Smooth Transition GARCH Errors
This paper analyzes the cyclical behavior of CAC 40 by testing the existence of nonlinearity
through a logistic smooth transition AR model with logistic smooth transition GARCH errors …
through a logistic smooth transition AR model with logistic smooth transition GARCH errors …
Testing the weak form efficiency of the French ETF market with the LSTAR-ANLSTGARCH approach using a semiparametric estimation
The present research aims to test the weak-form efficiency of the French ETF market through
a LSTAR model with ANSTGARCH errors, by using semiparametric maximum likelihood …
a LSTAR model with ANSTGARCH errors, by using semiparametric maximum likelihood …