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GARCH 모형을 이용한 시계열 자료의 분석 : GARCH modeling with time series data
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | 이상열 | - |
| dc.contributor.author | 이지연 | - |
| dc.date.accessioned | 2009-12-15T02:29:12Z | - |
| dc.date.available | 2009-12-15T02:29:12Z | - |
| dc.date.copyright | 2005. | - |
| dc.date.issued | 2005 | - |
| dc.identifier.uri | http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000050669 | kor |
| dc.identifier.uri | https://hdl.handle.net/10371/20765 | - |
| dc.description | 학위논문(석사)--서울대학교 대학원 :통계학과,2005. | ko |
| dc.format.extent | 32 장 | ko |
| dc.language.iso | ko | - |
| dc.publisher | 서울대학교 대학원 | ko |
| dc.subject | GARCH(1, 1) | ko |
| dc.subject | 환율 자료 분석 | ko |
| dc.subject | Cusum of squares test | ko |
| dc.subject | 변화점 탐지 | ko |
| dc.subject | Residual cusum test | ko |
| dc.subject | Cusum of squares test | ko |
| dc.subject | Residual cusum test | ko |
| dc.title | GARCH 모형을 이용한 시계열 자료의 분석 | ko |
| dc.title.alternative | GARCH modeling with time series data | ko |
| dc.type | Thesis | - |
| dc.contributor.department | 통계학과 | - |
| dc.description.degree | Master | ko |
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