Publications
Detailed Information
Quantile Regression Estimator for GARCH Models : GARCH 모형에 대한 분위회귀 추정량
Cited 0 time in
Web of Science
Cited 0 time in Scopus
- Authors
- Advisor
- 이상열
- Issue Date
- 2010
- Publisher
- 서울대학교 대학원
- Keywords
- 분위회귀 ; Quantile regression ; GARCH 모형 ; GARCH models ; 재매개화 방법 ; reparameterization method ; 강일치성 ; strong consistency ; 점근적 정규성 ; asymptotic normality ; value at risk ; value at risk ; 비볼록 최적화 ; nonconvex optimization ; bracketing 방법 ; bracketing method ; M-추정량 ; M-estimators
- Description
- Thesis(doctors) --서울대학교 대학원 :통계학과,2010.2.
- Language
- English
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000032352
https://hdl.handle.net/10371/64149
- 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.