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금융시계열 분석을 위한 다변량-GARCH 모형에서 비대칭-CCC의 도입 및 응용
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박란희; 최문선;
황선영
Article
Issue Date
2011
Citation
응용통계연구, v.24, no.5 , pp 821 - 831
Publisher
한국통계학회
1
Discover
Subject
CCC
1
다변량-GARCH
1
비대칭 변동성
1
상수 조건부 상관(CCC).
1
Type
Article
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KOR
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응용통계연구
1
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