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Search Results - 국면전환 GARCH 모형
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국면전환 GARCH 모형을
이용한 코스피 변동성 분석
by
허진영
,
Jinyoung Huh
,
성병찬
,
Byeongchan Seong
Published in
Ŭngyong tʻonggye yŏnʼgu
(2015)
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국면전환 GARCH 모형을
이용한 변동성 구조 분석 및 예측에 관한 실증 연구
by
황성원(Sung Won Hwang)
,
류혁선(Hyeuk Sun Ryu)
Published in
한국증권학회지
(01.02.2011)
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인플레이션 불확실성의 기업 설비투자에 대한 비대칭적 효과 분석
by
손민규
,
Min Kyu Son
,
장영재
,
Young Jae Chang
Published in
Ŭngyong tʻonggye yŏnʼgu
(2014)
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마코프전환 멀티프랙탈(Markov Switching Multifractal)
모형을
이용한 KOSPI200 수익률의 장기변동성 예측성과 비교
by
이상헌(Sang-heon Lee)
,
김명직(Myung-jig Kim)
Published in
한국증권학회지
(01.09.2016)
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인플레이션 불확실성의 기업 설비투자에 대한비대칭적 효과 분석
by
손민규
,
장영재
Published in
Ŭngyong tʻonggye yŏnʼgu
(01.02.2014)
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금리변동성에 대한 국면별 부동산경매낙찰가의 비대칭적 반응 연구
by
김종하(Kim, Jong Ha)
Published in
대한부동산학회지
(30.09.2018)
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statistics
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