학위논문(석사) - 한국과학기술원 : 금융공학프로그램, 2020.2,[iii, 44 p. :]
변동성 전이▼aWavelet 분해▼aGARCH-BEKK 모형▼a네트워크 분석▼a코스피▼a산업지수; Volatility spillover▼aWavelet transform▼aGARCH-BEKK model▼aNetwork analysis▼aKOSPI▼aIndustrial index
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