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The bid-ask spread is an important indicator of the financial market liquidity and efficiency. In this paper, we study the dynamic of spread volatility of 40 constituent stocks of Shenzhen stock exchange Index (SZEI) in Chinese stock market, using GARCH family models. Perfected GARCH model is identified according to AIC and BIC criteria, then a hybrid GARCH-Neural Network (GARCH-NN) model based on...
Nonlinear estimation is widely accepted by many studies that analyze the financial market, and neural network is one of the effective methods to predict the volatility of market return, especially the US Real Estate Investment Trusts market (REITs). Unfortunately, many of these studies fail to consider alternative techniques of data mining, the relevance of input variables, as well as the performance...
Brassinosteroids (BRs) are an important class of plant steroidal hormones that are essential in a wide variety of physiological processes. To determine the effects of BRs on the development of cotton fibers, through screening cotton fiber EST database and contigging the candidate ESTs, a key gene (GhDWF1) involved in the upstream biosynthetic pathway of BRs was cloned from developing fibers of upland...
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