연구동향 분석

레버리지 효과를 포함하는 베이지안 확률 변동성 모형의 실증적 비교 분석

조미형 최태련 이령화 2014년

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' 레버리지 효과를 포함하는 베이지안 확률 변동성 모형의 실증적 비교 분석' 의 주제별 논문영향력
논문영향력 선정 방법
논문영향력 요약
주제
  • winbugs.
  • 레버리지 효과
  • 이변량확률변동성모형
  • 이상점탐지
  • 혼합정규분포
동일주제 총논문수 논문피인용 총횟수 주제별 논문영향력의 평균
28 0

0.0%

' 레버리지 효과를 포함하는 베이지안 확률 변동성 모형의 실증적 비교 분석' 의 참고문헌

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    오유경 Journal of The Korean Data Analysis Society 14 4 1871-1888 [2012]
  • 주가변동성의 예측성과 비교: 가격범위와 VKOSPI를 중심으로
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    Christie, A. A. Journal of Financial Economics 10 4 407-432 [1982]
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