학위논문(석사) - 한국과학기술원 : 금융공학전공, 2006.2, [ iv, 50 p. ]
소파동; filtered ARIMA models; Markov-Switching; GARCH; ARIMA; 임의보행; 환율; 기술적 투자; technical trading rule; wavelet; filtered ARIMA models; Markov-Switching; GARCH; ARIMA; Foreign exchange rate; random walk
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