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A CUSUM test for tail behavior of GARCH(1,1) models
- Authors
- 황은주
- Issue Date
- 15-Dec-2018
- Conference Name
- Book of Abstract CFE-CMStatistics 2018
- Place
- 이탈리아
이탈리아 피사대학교
- metadata.conference.dc.citation.conferenceName
- 12th International Conference on Computational and Financial Econometrics (CFE2018)
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Collections - 사회과학대학 > 응용통계학과 > 2. Conference Papers
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Related Researcher
- Hwang, Eun Ju
- Social Sciences (Department of Applied Statistics)