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비대칭-비정상 변동성 모형 평가를 위한 모수적-붓스트랩
황선영
; 최선우; 윤재은; 이성덕
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2021
Citation
응용통계연구, v.34, no.4, pp 611 - 622
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한국통계학회
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Hwang, Sun Young
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asymmetric volatility
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parametric bootstrap
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