Goodness of fit tests for ARCH, GARCH models

Authors
Publication date
1 January 2008
Publisher
서울대학교 대학원

Abstract

Thesis(master`s) --서울대학교 대학원 :통계학과,2008.2Maste

    Similar works

    Full text

    thumbnail-image

    Available Versions

    SNU Open Repository and Archive

    redirect
    oaioai:s-space.snu.ac.kr:10371/20...
    Last time updated on 17/04/2020