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Results 1-2 of 2 (Search time: 0.003 seconds).
IGARCH and Stochastic Volatility : Case Study
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황선영
; 박진아
Article
Issue Date
2005
Citation
한국데이터정보과학회지, v.16, no.4, pp 835 - 841
Publisher
한국데이터정보과학회
VaR(value at risk) for Korean financial time series
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황선영
; 박진아
Article
Issue Date
2005
Citation
한국데이터정보과학회지, v.16, no.2, pp 283 - 288
Publisher
한국데이터정보과학회
1
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박진아
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Subject
Korean financial time series
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GARCH
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IGARCH
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Stochastic volatility
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VaR
1
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KOR
2
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