학위논문(석사) - 한국과학기술원 : 금융공학프로그램, 2022.8,[iii, 28 p. :]
실현변동성 예측▼a야간 정보 흐름▼a이질적 자기회귀모형; Forecasting realized volatility▼aOvernight information flow▼aHeterogeneous autoregressive model
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