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MCMC (markov chain monte carlo) 방법을 적용한 운영리스크 LDA (loss distribution approach) 측정방법에 관한 실증연구 = An empirical study on operational risk measurement using loss distribution approach with MCMC(markov chain monte carlo) methodlink 박준홍; Park, June-Hong; et al, 한국과학기술원, 2007 |
The role of stochastic volatility and return jumps: Reproducing volatility and higher moments in the KOSPI 200 returns dynamics Kim I.J.; Baek I.-S.; Noh J.; Kim S., REVIEW OF QUANTITATIVE FINANCE AND ACCOUNTING, v.29, no.1, pp.69 - 110, 2007-07 |
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