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한국 주식 자료에서 Bayesian 선형회귀모형의 선택 : Selection of bayesian linear model with Korea stock price data

DC Field Value Language
dc.contributor.advisor이재용-
dc.contributor.author조기현-
dc.date.accessioned2019-07-10T06:01:12Z-
dc.date.available2019-07-10T06:01:12Z-
dc.date.issued2011-02-
dc.identifier.other000000029546-
dc.identifier.urihttps://hdl.handle.net/10371/159993-
dc.identifier.urihttp://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000029546ko_KR
dc.description학위논문 (석사)-- 서울대학교 대학원 : 통계학과, 2011.2. 이재용.-
dc.format.extentv, 41 장-
dc.language.isokor-
dc.publisher서울대학교 대학원-
dc.subject자기회귀과정-
dc.subjectmarginal likelyhood mehtod-
dc.subjectsliding window valuation-
dc.subjectzellner g-prior-
dc.subject주가-
dc.subjectAutoregressive process-
dc.subjectstock-price-
dc.title한국 주식 자료에서 Bayesian 선형회귀모형의 선택-
dc.title.alternativeSelection of bayesian linear model with Korea stock price data-
dc.typeThesis-
dc.typeDissertation-
dc.description.degreeMaster-
dc.contributor.affiliation통계학과-
dc.date.awarded2011-02-
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