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SMC 방법을 통한 코스피 지수 변동성의 추정 : Volatility estimation of kospi index via SMC method
DC Field | Value | Language |
---|---|---|
dc.contributor.advisor | 이재용 | - |
dc.contributor.author | 오성예 | - |
dc.date.accessioned | 2010-05-10T22:53:40Z | - |
dc.date.available | 2010-05-10T22:53:40Z | - |
dc.date.copyright | 2010 | - |
dc.date.issued | 2010 | - |
dc.identifier.uri | http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000033057 | kog |
dc.identifier.uri | https://hdl.handle.net/10371/65323 | - |
dc.description | 학위논문(석사) --서울대학교 대학원 :통계학과,2010.2. | ko |
dc.format.extent | v, 26장 | ko |
dc.language.iso | ko | ko |
dc.publisher | 서울대학교 대학원 | ko |
dc.subject | 상태 공간 모형 | ko |
dc.subject | State-space model | ko |
dc.subject | 확률 변동성 모형 | ko |
dc.subject | Stochastic volatility model | ko |
dc.subject | SMC 방법 | ko |
dc.subject | SMC(Sequential Monte Carlo) method | ko |
dc.subject | SIR | ko |
dc.subject | SIR | ko |
dc.subject | APF | ko |
dc.subject | APF | ko |
dc.subject | 코스피 지수 변동성 추정 | ko |
dc.subject | Volatility estimation of KOSPI Index | ko |
dc.title | SMC 방법을 통한 코스피 지수 변동성의 추정 | ko |
dc.title.alternative | Volatility estimation of kospi index via SMC method | ko |
dc.type | Thesis | - |
dc.contributor.department | 통계학과 | - |
dc.description.degree | Master | ko |
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