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국내 금융시계열의 누적(INTEGRATED)이분산성에 대한 사례분석
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박진아;
황선영
; 백지선
Article
Issue Date
2007
Citation
응용통계연구, v.20, no.1, pp 53 - 60
Publisher
한국통계학회
제곱수익률 그래프와 TGARCH 모형을 이용한 비대칭 변동성 분석
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박진아; 송유진; 백지선;
황선영
; 최문선
Article
Issue Date
2007
Citation
응용통계연구, v.20, no.3, pp 487 - 497
Publisher
한국통계학회
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박진아
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Asymmetric heteroscedasticity
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IGARCH(1
1
Korean nancial time series.This w...
1
persistent eect
1
squared log-return
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TGARCH(1
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국내금융시계열 자료.
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