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Results 1-1 of 1 (Search time: 0.003 seconds).
The fGARCH(1,1) as a functional volatility measure of ultra high frequency time series
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윤재은; 김종민;
황선영
Article
Issue Date
2018
Citation
응용통계연구, v.31, no.5, pp 667 - 675
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한국통계학회
1
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Author
김종민
1
Subject
초고빈도 시계열
1
함수적 변동성
1
함수적-GARCH 모형
1
Date Issued
2018
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응용통계연구
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