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GARCH 모형을 이용한 시계열 자료의 분석
GARCH modeling with time series data

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Authors
이지연
Advisor
이상열
Issue Date
2005
Publisher
서울대학교 대학원
Keywords
GARCH(1, 1)환율 자료 분석Cusum of squares test변화점 탐지Residual cusum testCusum of squares testResidual cusum test
Description
학위논문(석사)--서울대학교 대학원 :통계학과,2005.
Language
Korean
URI
http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000050669

http://hdl.handle.net/10371/20765
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College of Natural Sciences (자연과학대학)Dept. of Statistics (통계학과)Theses (Master's Degree_통계학과)
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