학위논문(석사) - 한국과학기술원 : 경영공학과, 2013.2, [ iv, 36 p. ]
변동성 예측; 고빈도 자료; MIDAS 회귀분석; GW 테스트; Volatility forecasting; high-frequency data; MIDAS regression; GW test; KOSPI200; 코스피200
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