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Results 1-3 of 3 (Search time: 0.017 seconds).
Integer-Valued GARCH Models for Count Time Series: Case Study
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윤재은;
황선영
Article
Issue Date
2015
Citation
응용통계연구, v.28, no. 1, pp 115 - 122
Publisher
한국통계학회
Zero-inflated INGARCH using conditional Poisson and negative binomial : Data application
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윤재은;
황선영
Article
Issue Date
2015
Citation
응용통계연구, v.28, no. 3, pp 583 - 592
Publisher
한국통계학회
Volatility computations for financial time series : high frequency and hybrid method
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윤재은;
황선영
Article
Issue Date
2015
Citation
응용통계연구, v.28, no. 6, pp 1163 - 1170
Publisher
한국통계학회
1
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Subject
고빈도 자료 기반 방법
1
과산포
1
영-과잉 변동성 모형
1
영과잉 GARCH
1
융합 방법.
1
정수값 GARCH (INGARCH)
1
정수값-GARCH (INGARCH)
1
조건부 포아송 및 음이항 분포
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