학위논문(박사) - 한국과학기술원 : 수리과학과, 2012.2, [ vi, 73 p. ]
conditional asymmetry; GARCH; tail extremeness; quadratic variation; GARCH; 조건부 비대칭; 꼬리 극단성; 이차변분; 위험중립형 추정; risk-neutral estimation
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