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Threshold Approaches to Asymmetric Models for Heteroscedastic Time Series
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황선영
; 김태윤
Article
Issue Date
2016
Citation
Quantitative Bio-Science, v.35, no.2, pp 37 - 40
Publisher
계명대학교 자연과학연구소
Statistical Issues on Instrumental Scores for Non-likelihood Stochastic Models
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황선영
; 김태윤
Article
Issue Date
2017
Citation
Quantitative Bio-Science, v.36, no.2, pp 105 - 110
Publisher
계명대학교 자연과학연구소
Preliminary Detection for ARCH-Type Heteroscedasticity in a Nonparametric Time Series Regression Model
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황선영
; 박철용; 김태윤; 박병욱; Y. K 이
Article
Issue Date
2005
Citation
Journal of the Korean Statistical Society, v.34, no.2, pp 161 - 172
Publisher
한국통계학회
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Y. K 이
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Quasi-likelihood
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ARCH
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Asymmetric volatility
1
conditionally heteroscedastic errors
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Instrumental score
1
kernel regression
1
squared residual.
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Threshold error
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Threshold GARCH
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