Quantile Regression Estimator for GARCH Models

서울대학교 중앙도서관

S-Space 소개

My S-Space

로그인이 필요합니다.

S-Space

Publications

Detailed Information

Quantile Regression Estimator for GARCH Models : GARCH 모형에 대한 분위회귀 추정량

DC Field	Value	Language
dc.contributor.advisor	이상열	-
dc.contributor.author	노중식	-
dc.date.accessioned	2010-05-06T04:02:24Z	-
dc.date.available	2010-05-06T04:02:24Z	-
dc.date.copyright	2010	-
dc.date.issued	2010	-
dc.identifier.uri	http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000032352	eng
dc.identifier.uri	https://hdl.handle.net/10371/64149	-
dc.description	Thesis(doctors) --서울대학교 대학원 :통계학과,2010.2.	en
dc.format.extent	v, 105 leaves	en
dc.language.iso	en	en
dc.publisher	서울대학교 대학원	en
dc.subject	분위회귀	en
dc.subject	Quantile regression	en
dc.subject	GARCH 모형	en
dc.subject	GARCH models	en
dc.subject	재매개화 방법	en
dc.subject	reparameterization method	en
dc.subject	강일치성	en
dc.subject	strong consistency	en
dc.subject	점근적 정규성	en
dc.subject	asymptotic normality	en
dc.subject	value at risk	en
dc.subject	value at risk	en
dc.subject	비볼록 최적화	en
dc.subject	nonconvex optimization	en
dc.subject	bracketing 방법	en
dc.subject	bracketing method	en
dc.subject	M-추정량	en
dc.subject	M-estimators	en
dc.title	Quantile Regression Estimator for GARCH Models	en
dc.title.alternative	GARCH 모형에 대한 분위회귀 추정량	en
dc.type	Thesis	-
dc.contributor.department	통계학과	-
dc.description.degree	Doctor	en

Appears in Collections:

Show Simple Item Record

Find it @ SNU

SNS Share