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(An)Application to finance using double hierarchical generalized linear models
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- Authors
- Advisor
- 이영조
- Issue Date
- 2006
- Publisher
- 서울대학교 대학원
- Keywords
- 일반화 쌍곡선 분포 ; Generalized Hyperbolic ; 정규-역가우시안 분포 ; Normal inverse Gaussian ; 다단계 일반화 선형 모형 ; Hierarchical Generalized Linear Models ; 이중 다단계 일반화 선형 모형 ; Double Hierarchical Generalized Linear Models ; 레비 과정 ; Levy process ; 꼬리 비대 분포 ; Fat tail distribution
- Description
- Thesis(master`s)--서울대학교 대학원 :통계학과,2006.
- Language
- English
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000047140
https://hdl.handle.net/10371/20756
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