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Results 1-3 of 3 (Search time: 0.003 seconds).
Analysis of Multivariate Financial Time Series using Cointegration : Case Study
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최문선;
황선영
; 박진아
Article
Issue Date
2007
Citation
한국데이터정보과학회지, v.18, no.1, pp 73 - 80
Publisher
한국데이터정보과학회
Multivariate GARCH and Its Application to Bivariate Time Series
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최문선; 박진아;
황선영
Article
Issue Date
2007
Citation
한국데이터정보과학회지, v.18, no.4, pp 915 - 925
Publisher
한국데이터정보과학회
News Impact Curve and Test for Asymmetric Volatility
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박진아; 최문선; 김강균;
황선영
Article
Issue Date
2007
Citation
한국데이터정보과학회지, v.18, no.3, pp 697 - 704
Publisher
한국데이터정보과학회
1
Discover
Author
박진아
3
최문선
3
Kim, Kang Kyun
1
Subject
Cointegration
1
Error Correction Model
1
Joint Prediction Region
1
Multivariate-GARCH
1
News Impact Curve
1
Test For Asymmetry
1
Threshold-ARCH
1
Value at Risk(VaR)
1
Vector AR
1
Language
KOR
3
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