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(An)Application to finance using double hierarchical generalized linear models
DC Field | Value | Language |
---|---|---|
dc.contributor.advisor | 이영조 | - |
dc.contributor.author | 강선모 | - |
dc.date.accessioned | 2009-12-15T02:21:45Z | - |
dc.date.available | 2009-12-15T02:21:45Z | - |
dc.date.copyright | 2006. | - |
dc.date.issued | 2006 | - |
dc.identifier.uri | http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000047140 | eng |
dc.identifier.uri | https://hdl.handle.net/10371/20756 | - |
dc.description | Thesis(master`s)--서울대학교 대학원 :통계학과,2006. | en |
dc.format.extent | 30 leaves | en |
dc.language.iso | en | - |
dc.publisher | 서울대학교 대학원 | en |
dc.subject | 일반화 쌍곡선 분포 | en |
dc.subject | Generalized Hyperbolic | en |
dc.subject | 정규-역가우시안 분포 | en |
dc.subject | Normal inverse Gaussian | en |
dc.subject | 다단계 일반화 선형 모형 | en |
dc.subject | Hierarchical Generalized Linear Models | en |
dc.subject | 이중 다단계 일반화 선형 모형 | en |
dc.subject | Double Hierarchical Generalized Linear Models | en |
dc.subject | 레비 과정 | en |
dc.subject | Levy process | en |
dc.subject | 꼬리 비대 분포 | en |
dc.subject | Fat tail distribution | en |
dc.title | (An)Application to finance using double hierarchical generalized linear models | en |
dc.type | Thesis | - |
dc.contributor.department | 통계학과 | - |
dc.description.degree | Master | en |
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