연구동향 분석

KOSPI 200을 이용한 국면전환 연속시간 확률 변동성 모형의 추정

최승문 2019년

논문상세정보
인용/피인용
' KOSPI 200을 이용한 국면전환 연속시간 확률 변동성 모형의 추정' 의 주제별 논문영향력
논문영향력 선정 방법
논문영향력 요약
주제
  • Continuous-Time Stochastic Volatility Model
  • Regime Switching
  • kospi200
  • maximum likelihood estimation
  • 국면전환
  • 연속시간 확률 변동성 모형
  • 최우 추정
동일주제 총논문수 논문피인용 총횟수 주제별 논문영향력의 평균
121 0

0.0%

' KOSPI 200을 이용한 국면전환 연속시간 확률 변동성 모형의 추정' 의 참고문헌

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