Browse

GARCH(1,1) 모형에서의 이상점 탐지

Cited 0 time in Web of Science Cited 0 time in Scopus
Authors
조현진
Advisor
조신섭
Issue Date
2004
Publisher
서울대학교 대학원
Keywords
GARCHGARCH이상점 탐지outlier detectionAVOAVOconsecutive ALOconsecutive ALO
Description
학위논문(석사)--서울대학교 대학원 :통계학과,2004.
Language
Korean
URI
http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000056029

http://hdl.handle.net/10371/20783
Files in This Item:
There are no files associated with this item.
Appears in Collections:
College of Natural Sciences (자연과학대학)Dept. of Statistics (통계학과)Theses (Master's Degree_통계학과)
  • mendeley

Items in S-Space are protected by copyright, with all rights reserved, unless otherwise indicated.

Browse