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GARCH 모형을 이용한 시계열 자료의 분석 : GARCH modeling with time series data

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Authors

이지연

Advisor
이상열
Issue Date
2005
Publisher
서울대학교 대학원
Keywords
GARCH(1, 1)환율 자료 분석Cusum of squares test변화점 탐지Residual cusum testCusum of squares testResidual cusum test
Description
학위논문(석사)--서울대학교 대학원 :통계학과,2005.
Language
Korean
URI
http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000050669

https://hdl.handle.net/10371/20765
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