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Modelling KOSPI200 Data Based on GARCH(1,1) Parameter Change Test
Modelling KOSPI200 Data Based on GARCH(1,1) Parameter Change Test
Detailed Information
- 자료유형
- 기사
- ISSN
- 15989402
- 저자명
- Si Yun Park
- 서명/저자
- Modelling KOSPI200 Data Based on GARCH(1,1) Parameter Change Test / Si Yun Park , Sang Yeol Lee
- 발행사항
- 서울 : 한국데이터정보과학회, 2007.
- 형태사항
- pp. 11-16
- 기타저자
- Sang Yeol Lee
- 기본자료저록
- 한국데이터정보과학회지=Journal of the Korean Data & Information Scienc : Vol. 18 No. 1 (2007 2) 2007, 11
- 모체레코드
- 모체정보확인
- Control Number
- kjul:60139727
MARC
008100730s2007 ulka a kor■022 ▼a15989402
■1001 ▼aSi Yun Park
■24510▼aModelling KOSPI200 Data Based on GARCH(1,1) Parameter Change Test▼dSi Yun Park ▼eSang Yeol Lee
■260 ▼a서울▼b한국데이터정보과학회▼c2007.
■300 ▼app. 11-16
■7001 ▼aSang Yeol Lee
■773 ▼t한국데이터정보과학회지=Journal of the Korean Data & Information Scienc▼gVol. 18 No. 1 (2007 2)▼d2007, 11
■SIS ▼aS047102▼b60079629▼h8▼s2▼fP
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