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GARCH(1,1) 모형에서의 이상점 탐지
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- Authors
- Advisor
- 조신섭
- Issue Date
- 2004
- Publisher
- 서울대학교 대학원
- Keywords
- GARCH ; GARCH ; 이상점 탐지 ; outlier detection ; AVO ; AVO ; consecutive ALO ; consecutive ALO
- Description
- 학위논문(석사)--서울대학교 대학원 :통계학과,2004.
- Language
- Korean
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000056029
https://hdl.handle.net/10371/20783
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