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Bickel and Rosenblatt test for GARCH models
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- Authors
- Advisor
- 이상열
- Issue Date
- 2006
- Publisher
- 서울대학교 대학원
- Keywords
- GARCH 모형 ; GARCH processes ; 가우시안 검정 ; Guasian test ; 적합성 검정 ; Goodness of fit test ; 핵평활 ; Kernel Smoothing ; 비모수적 밀도추정 ; Nonparametric density estimate
- Description
- Thesis(master`s)--서울대학교 대학원 :통계학과,2006.
- Language
- English
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000049115
https://hdl.handle.net/10371/20743
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