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Results 1-1 of 1 (Search time: 0.002 seconds).
Choice of frequency via principal component in high-frequency multivariate volatility models
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진민경; 윤재은;
황선영
Article
Issue Date
2017
Citation
응용통계연구, v.30, no.5, pp 747 - 757
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한국통계학회
1
Discover
Author
진민경
1
Subject
high frequency
1
multivariate volatility
1
다변량 변동성
1
Date Issued
2017
1
Type
Article
1
Journal
응용통계연구
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