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Goodness of fit tests for ARCH, GARCH models

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Authors
김진구
Advisor
김우철
Issue Date
2008
Publisher
서울대학교 대학원
Keywords
비모수 일반화 자기회귀 이분산 모형Nonparametric GARCH국소다항회귀volatility estimation코스피200local polynomialKOSPI200
Description
Thesis(master`s) --서울대학교 대학원 :통계학과,2008.2
Language
Korean
URI
http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000040835

http://hdl.handle.net/10371/20803
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College of Natural Sciences (자연과학대학)Dept. of Statistics (통계학과)Theses (Master's Degree_통계학과)
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