水土
发表于 2025-3-30 11:40:32
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Omnipotent
发表于 2025-3-30 14:09:30
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PHAG
发表于 2025-3-30 17:53:48
Speculative Behavior, Regime-Switching, and Stock Market Crashes,lues. The second approach maintains that the market is “efficient,” but suggests that the relationship between economic fundamentals and asset prices is highly nonlinear, so that relatively minor pieces of news sometimes have exceptionally large effects.
gain631
发表于 2025-3-30 23:00:20
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Noctambulant
发表于 2025-3-31 02:02:46
1566-0419 nation of bothapplied and methodological papers. It will be useful to both seasonedveterans of nonlinear time series analysis and those searching for aninformative panoramic look at front-line developments in the area.978-1-4613-7334-6978-1-4615-5129-4Series ISSN 1566-0419 Series E-ISSN 2363-8370
易于
发表于 2025-3-31 08:52:18
Stationarity Tests with Multiple Endogenized Breaks,d containing a structural break. Since the break point used by Perron is given exogenously rather than determined from the data, subsequent literature has incorporated an endogenous break point. This approach includes Zivot and Andrews (1992), Christiano (1992), and Bannerjee, .. (1992), among others.