한국어
LIBRARY
Communities & Collections
Researchers
Titles
Issue Date
Journals
검색
Search
All of ScholarWorks
이과대학
나노물리학과
멀티미디어과학과
무용과
생명시스템학부
수학과
체육교육과
컴퓨터과학부
통계학과
화학과
1. Journal Articles
2. Conference Papers
3. Books & Book Chapters
4. Patents
5. Others
Current filters:
Title
Author
Subject
Date Issued
Type
Language
Journal
Journal Index
Equals
Contains
ID
Not Equals
Not Contains
Not ID
Current filters:
Title
Author
Subject
Date Issued
Type
Language
Journal
Journal Index
Equals
Contains
ID
Not Equals
Not Contains
Not ID
Current filters:
Title
Author
Subject
Date Issued
Type
Language
Journal
Journal Index
Equals
Contains
ID
Not Equals
Not Contains
Not ID
Current filters:
Title
Author
Subject
Date Issued
Type
Language
Journal
Journal Index
Equals
Contains
ID
Not Equals
Not Contains
Not ID
Current filters:
Title
Author
Subject
Date Issued
Type
Language
Journal
Journal Index
Equals
Contains
ID
Not Equals
Not Contains
Not ID
Current filters:
Title
Author
Subject
Date Issued
Type
Language
Journal
Journal Index
Equals
Contains
ID
Not Equals
Not Contains
Not ID
Add filters:
Title
Author
Subject
Date Issued
Type
Language
Journal
Journal Index
Equals
Contains
ID
Not Equals
Not Contains
Not ID
Results/Page
5
10
15
20
25
30
35
40
45
50
55
60
65
70
75
80
85
90
95
100
Sort items by
Relevance
Title
Issue Date
In order
Ascending
Descending
Authors/record
All
1
5
10
15
20
25
30
35
40
45
50
Results 1-1 of 1 (Search time: 0.004 seconds).
지속-변동성을 가진 비대칭 TGARCH 모형을 이용한 국내금융시계열 분석
Go to Link
홍선영; 최성미; 박진아; 백지선;
황선영
Article
Issue Date
2009
Citation
Communications for Statistical Applications and Methods, v.16, no.4, pp 605 - 614
Publisher
한국통계학회
1
Discover
Author
박진아
1
최성미
1
홍선영
1
Subject
asymmetric TGARCH
1
back-testing
1
Persistent volatility
1
비대칭 TGARCH
1
사후검증
1
일별수익률
1
지속-변동성
1
Date Issued
2009
1
Type
Article
1
BROWSE
한국어
Communities & Collections
Researchers
Titles
Journals
LIBRARY