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A non-linear dependency test for market efficiency: Evidence from international stock markets
ST Enow - Journal of Economics and Financial Analysis, 2023 - ojs.tripaledu.com
One of the on-going difficulties for finance practitioners is to out rightly prove or disapprove
the concept of market efficiency because the constituents of the concept do not always …
the concept of market efficiency because the constituents of the concept do not always …
[HTML][HTML] Exploring Calendar Anomalies and Volatility Dynamics in Cryptocurrencies: A Comparative Analysis of Day-of-the-Week Effects before and during the COVID …
This study investigates calendar anomalies and their impact on returns and volatility patterns
in the cryptocurrency market, focusing on day-of-the-week effects before and during the …
in the cryptocurrency market, focusing on day-of-the-week effects before and during the …
Quantitative Insights into Cryptocurrency Markets: Portfolio Optimization, Risk Management, and Volatility Patterns
S Sahu - 2024 - search.proquest.com
This thesis examines the risk characteristics, portfolio optimization, and volatility patterns in
cryptocurrency markets, providing insights into the distinctive financial dynamics of digital …
cryptocurrency markets, providing insights into the distinctive financial dynamics of digital …
[PDF][PDF] A Forecasting Model Approach: Investigating Calendar Anomalies and Volatility Patterns in the Cryptocurrency Market
This paper investigates calendar anomalies, volatility patterns, and the best forecasting
model for predicting volatility in the cryptocurrency market, focusing on ten prominent …
model for predicting volatility in the cryptocurrency market, focusing on ten prominent …