Publications
Detailed Information
GARCH 모형을 이용한 시계열 자료의 분석 : GARCH modeling with time series data
Cited 0 time in
Web of Science
Cited 0 time in Scopus
- Authors
- Advisor
- 이상열
- Issue Date
- 2005
- Publisher
- 서울대학교 대학원
- Keywords
- GARCH(1, 1) ; 환율 자료 분석 ; Cusum of squares test ; 변화점 탐지 ; Residual cusum test ; Cusum of squares test ; Residual 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
- Files in This Item:
- There are no files associated with this item.
- Appears in Collections:
Item View & Download Count
Items in S-Space are protected by copyright, with all rights reserved, unless otherwise indicated.