연구동향 분석

금융자산의 시장 미시구조 잡음에 대한 부트스트래핑 라그랑지 승수 검정

김효진 ( Hyo Jin Kim ) 신동완 ( Dong Wan Shin ) 박종헌 ( Jong Hun Park ) 이상구 ( Sang Goo Lee ) 2015년

논문상세정보
인용/피인용
' 금융자산의 시장 미시구조 잡음에 대한 부트스트래핑 라그랑지 승수 검정' 의 주제별 논문영향력
논문영향력 선정 방법
논문영향력 요약
주제
  • lagrangianmultipliertest
  • marketmicrostructurenoise
  • mixed effect model
  • realized volatility
  • 라그랑지 승수 검정(lagrangian multiplier test)
  • 시장 미시구조 잡음
  • 실현 변동성
  • 혼합 효과 모형
동일주제 총논문수 논문피인용 총횟수 주제별 논문영향력의 평균
58 0

0.0%

' 금융자산의 시장 미시구조 잡음에 대한 부트스트래핑 라그랑지 승수 검정' 의 참고문헌

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