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Goodness of fit tests for ARCH, GARCH models
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- Authors
- Advisor
- 김우철
- Issue Date
- 2008
- Publisher
- 서울대학교 대학원
- Keywords
- 비모수 일반화 자기회귀 이분산 모형 ; Nonparametric GARCH ; 국소다항회귀 ; volatility estimation ; 코스피200 ; local polynomial ; KOSPI200
- Description
- Thesis(master`s) --서울대학교 대학원 :통계학과,2008.2
- Language
- Korean
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000040835
https://hdl.handle.net/10371/20803
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