Browse "MA-Journal Papers(저널논문)" by Author Lee, Kyung Sub

Showing results 1 to 1 of 1

1
Conditional correlation in asset return and GARCH intensity model

Choe, Geon Ho; Lee, Kyung Sub, ASTA-ADVANCES IN STATISTICAL ANALYSIS, v.98, no.3, pp.197 - 224, 2014-07

rss_1.0 rss_2.0 atom_1.0