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KCI
A case study for intercontinental comparison of herd behavior in global stock markets
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이우주;
최양호
; 김창기; 안재윤
Article
Issue Date
2018
Citation
Communications for Statistical Applications and Methods, v.25, no.2, pp.185 - 197
Publisher
한국통계학회
KCI
Statistical Estimation of Extreme Values in the Mixture Distributions
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최양호
; 곽원선; 구혜인; 안재윤
Article
Issue Date
2014
Citation
리스크관리연구, v.25, no.3, pp.31 - 56
Publisher
한국리스크관리학회
1
Discover
Author
Choi, Yang Ho
2
곽원선
1
구혜인
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김창기
1
이우주
1
Subject
comonotonicity
1
Extreme behavior
1
Generalized extreme distribution
1
Generalized Pareto distribution
1
global stock market
1
herd behavior
1
Mixture distribution
1
Precipitation
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강수량
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극단치
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