Results 171-180 of 185 (Search time: 0.0 seconds).
Issue Date | Title | Author(s) | Type |
---|---|---|---|
2015 | Functional Central Limit Theorem for GARCH Process with Markov Switching | 정상희 | Master's Thesis |
2015 | Stochastic Analysis of Various Maintenance Policies in Heterogeneous Populations | 한은경 | Master's Thesis |
2015 | Forecasting the realized volatility of the log returns of the KOSPI using the four types of sampling intervals | 김여경 | Master's Thesis |
2015 | Response dimension reduction in Generalized Fitted Envelope model | 홍세지 | Master's Thesis |
2015 | EM 알고리즘을 이용한 집단 약동·약력학 모형 추정방법에 대한 고찰 | 김광희 | Master's Thesis |
2015 | A Forecasting-model Comparison for Whole-day Realized Volatilities Including Overnight Variations | 김수연 | Master's Thesis |
2015 | Limited Fluctuation Method in Quantile Estimation of Extreme Values | 구혜인 | Master's Thesis |
2014 | Forecasting the realized variance of the log-return of Korean won US dollar exchange rate addressing jumps both in stock-trading time and in overnight | 윤수인 | Master's Thesis |
2017 | 속성병합을 통한 응답의 정확도를 높이는 컨조인트 분석 | 박가희 | Master's Thesis |
2017 | 한, 중, 일 변동성 지수의 VaR 예측 | 김지현 | Master's Thesis |