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Goodness of fit tests for ARCH, GARCH models
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | 김우철 | - |
| dc.contributor.author | 김진구 | - |
| dc.date.accessioned | 2009-12-15T04:40:55Z | - |
| dc.date.available | 2009-12-15T04:40:55Z | - |
| dc.date.copyright | 2008. | - |
| dc.date.issued | 2008 | - |
| dc.identifier.uri | http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000040835 | kor |
| dc.identifier.uri | https://hdl.handle.net/10371/20803 | - |
| dc.description | Thesis(master`s) --서울대학교 대학원 :통계학과,2008.2 | ko |
| dc.format.extent | ii, 22 leaves | ko |
| dc.language.iso | ko | - |
| dc.publisher | 서울대학교 대학원 | ko |
| dc.subject | 비모수 일반화 자기회귀 이분산 모형 | ko |
| dc.subject | Nonparametric GARCH | ko |
| dc.subject | 국소다항회귀 | ko |
| dc.subject | volatility estimation | ko |
| dc.subject | 코스피200 | ko |
| dc.subject | local polynomial | ko |
| dc.subject | KOSPI200 | ko |
| dc.title | Goodness of fit tests for ARCH, GARCH models | ko |
| dc.type | Thesis | - |
| dc.contributor.department | 통계학과 | - |
| dc.description.degree | Master | ko |
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