학위논문(박사) - 한국과학기술원 : 경영공학부, 2023.2,[vi, 144 p. :]
Point processes▼aHigh-dimensional statistics▼aHigh-frequency finance▼aHawkes processes▼aVolatility; 점과정▼a고차원 통계▼a고빈도 금융▼a호크스 과정▼a변동성
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