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변환된 자기회귀이동평균 모형에서의 예측구간추정
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조혜민;
여인권
; 오승언
Article
Issue Date
2007
Citation
응용통계연구, v.20, no.3, pp 541 - 550
Publisher
한국통계학회
Statistical Interpretation of Economic Bubbles
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여인권
Article
Issue Date
2012
Citation
응용통계연구, v.25, no.6, pp 889 - 896
Publisher
한국통계학회
변환된 GARCH모형에서의 예측값 추정
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박주연;
여인권
Article
Issue Date
2009
Citation
응용통계연구, v.22, no.5, pp 971 - 979
Publisher
한국통계학회
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leverage effect
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Minimum mean square error
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parametric bootstrap
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skewness
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