Detailed Information
Cited 0 time in 
Cited 0 time in 
Cited 0 time in
Metadata Downloads
A CUSUM test for tail behavior of GARCH(1,1) models
Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | 황은주 | - |
| dc.date.available | 2020-04-24T06:36:15Z | - |
| dc.date.issued | 2018-12-15 | - |
| dc.identifier.uri | https://scholarworks.bwise.kr/gachon/handle/2020.sw.gachon/28474 | - |
| dc.title | A CUSUM test for tail behavior of GARCH(1,1) models | - |
| dc.type | Conference | - |
| dc.citation.conferenceName | 12th International Conference on Computational and Financial Econometrics (CFE2018) | - |
| dc.citation.conferencePlace | 이탈리아 | - |
| dc.citation.conferencePlace | 이탈리아 피사대학교 | - |
| dc.citation.title | Book of Abstract CFE-CMStatistics 2018 | - |
- Files in This Item
- There are no files associated with this item.
- Appears in
Collections - 사회과학대학 > 응용통계학과 > 2. Conference Papers
Items in ScholarWorks are protected by copyright, with all rights reserved, unless otherwise indicated.
Related Researcher
- Hwang, Eun Ju
- Social Sciences (Department of Applied Statistics)