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The research on setting a unified interval of carbon price benchmark in the national carbon trading market of China
W Li, C Lu - Applied energy, 2015 - Elsevier
The prioritized purpose of this dissertation is to put forward a scientific and plausible interval
of carbon price benchmark on the unified carbon trading market, of which will be scheduled …
of carbon price benchmark on the unified carbon trading market, of which will be scheduled …
Similarities between stock price correlation networks and co-main product networks: Threshold scenarios
Y Wang, H Li, J Guan, N Liu - Physica A: Statistical Mechanics and its …, 2019 - Elsevier
Because of the high yields and high risks associated with the stock market, investors can
hold diversified portfolios with low relativity of stocks to reduce unsystematic risk. The current …
hold diversified portfolios with low relativity of stocks to reduce unsystematic risk. The current …
Asymmetric and persistent responses in price volatility of fertilizers through stable and unstable periods
S Lahmiri - Physica A: Statistical Mechanics and its Applications, 2017 - Elsevier
Fertilizers are important to improve agricultural productivity growth. The purpose of this study
is to investigate asymmetry, leverage, and persistence of shocks on price volatility of five …
is to investigate asymmetry, leverage, and persistence of shocks on price volatility of five …
On the choice of GARCH parameters for efficient modelling of real stock price dynamics
KA Pokhilchuk, SE Savel'ev - Physica A: Statistical Mechanics and its …, 2016 - Elsevier
We propose two different methods for optimal choice of GARCH (1, 1) parameters for the
efficient modelling of stock prices by using a particular return series. Using (as an example) …
efficient modelling of stock prices by using a particular return series. Using (as an example) …
Semi-Lévy driven continuous-time GARCH process
Continuous-time GARCH (COGARCH) processes are one of the influential and successful
models in financial data analysis. In contrast to such stationary process, in this paper we …
models in financial data analysis. In contrast to such stationary process, in this paper we …
Forecasting financial weather-can we foresee market sentiment? Spectrum of stock price behavior-NYSE case study
A Zeleva - 2015 - lutpub.lut.fi
The desire to create a statistical or mathematical model, which would allow predicting the
future changes in stock prices, was born many years ago. Economists and mathematicians …
future changes in stock prices, was born many years ago. Economists and mathematicians …