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GARCH(1,1) 모형에서의 이상점 탐지
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | 조신섭 | - |
| dc.contributor.author | 조현진 | - |
| dc.date.accessioned | 2009-12-15T04:15:26Z | - |
| dc.date.available | 2009-12-15T04:15:26Z | - |
| dc.date.copyright | 2004. | - |
| dc.date.issued | 2004 | - |
| dc.identifier.uri | http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000056029 | kor |
| dc.identifier.uri | https://hdl.handle.net/10371/20783 | - |
| dc.description | 학위논문(석사)--서울대학교 대학원 :통계학과,2004. | ko |
| dc.format.extent | 35 장 | ko |
| dc.language.iso | ko | - |
| dc.publisher | 서울대학교 대학원 | ko |
| dc.subject | GARCH | ko |
| dc.subject | GARCH | ko |
| dc.subject | 이상점 탐지 | ko |
| dc.subject | outlier detection | ko |
| dc.subject | AVO | ko |
| dc.subject | AVO | ko |
| dc.subject | consecutive ALO | ko |
| dc.subject | consecutive ALO | ko |
| dc.title | GARCH(1,1) 모형에서의 이상점 탐지 | ko |
| dc.type | Thesis | - |
| dc.contributor.department | 통계학과 | - |
| dc.description.degree | Master | ko |
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