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비선형회귀분석에서 추가변수그림
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강명욱
Article
Issue Date
2021
Citation
한국데이터정보과학회지, v.32, no.4, pp 705 - 714
Publisher
한국데이터정보과학회
금융 시계열 변동성 추정을 위한 준-우도 이노베이션의 멱변환
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open access
Chung, Sunah;
Hwang, Sun Young
; Lee, Sung Duck
Article
Issue Date
2022
Citation
KOREAN JOURNAL OF APPLIED STATISTICS, v.35, no.6, pp 755 - 764
Publisher
KOREAN STATISTICAL SOC
1
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Author
Chung, Sunah
1
Lee, Sung Duck
1
Kahng, Myung Wook
1
Hwang, Sun Young
1
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Added variable plot
1
GARCH
1
MODELS
1
power transformation
1
quasi-likelihood
1
score test
1
score vector
1
Wald test.
1
스코어검정
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