Results 31-34 of 34 (Search time: 0.0 seconds).
Issue Date | Title | Author(s) | Type |
---|---|---|---|
2020 | Asymptotic Behavior of Volatility in Nonstaionary Augmented GARCH(1, 1) Model with Stationary Mixing Errors | 김주영 | Master's Thesis |
2020 | A Hybrid Model Based on Fourier-ARIMA and LSTM for Seasonal Time Series Forecasting | 이남경 | Master's Thesis |
2020 | New models for Forecasting Realized Volatilities featuring Long memory, Asymmetry, and Outliers | 신지원 | Doctoral Thesis |
2020 | Fused Clustering Dimension Reduction and Latent Model Analysis for High-Dimensional Multivariate Data | 엄혜연 | Doctoral Thesis |