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Goodness of fit tests for ARCH, GARCH models

DC Field Value Language
dc.contributor.advisor김우철-
dc.contributor.author김진구-
dc.date.accessioned2009-12-15T04:40:55Z-
dc.date.available2009-12-15T04:40:55Z-
dc.date.copyright2008.-
dc.date.issued2008-
dc.identifier.urihttp://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000040835kor
dc.identifier.urihttps://hdl.handle.net/10371/20803-
dc.descriptionThesis(master`s) --서울대학교 대학원 :통계학과,2008.2ko
dc.format.extentii, 22 leavesko
dc.language.isoko-
dc.publisher서울대학교 대학원ko
dc.subject비모수 일반화 자기회귀 이분산 모형ko
dc.subjectNonparametric GARCHko
dc.subject국소다항회귀ko
dc.subjectvolatility estimationko
dc.subject코스피200ko
dc.subjectlocal polynomialko
dc.subjectKOSPI200ko
dc.titleGoodness of fit tests for ARCH, GARCH modelsko
dc.typeThesis-
dc.contributor.department통계학과-
dc.description.degreeMasterko
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College of Natural Sciences (자연과학대학)Dept. of Statistics (통계학과)Theses (Master's Degree_통계학과)
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