Open AccessTesting the weak form efficiency of the French ETF market with the LSTAR-ANLSTGARCH approach using a semiparametric estimation
Author(s) -
Claude Diebolt,
Mohamed Chikhi
Publication year - 2022
Publication title -
eastern journal of european studies
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.243
H-Index - 5
eISSN - 2068-6633
pISSN - 2068-651X
DOI - 10.47743/ejes-2022-0111
Subject(s) - econometrics , nonparametric statistics , economics , kernel density estimation , semiparametric model , function (biology) , estimation , mathematics , statistics , management , estimator , evolutionary biology , biology