참고문헌
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피인용 문헌
- A recent overview on financial and special time series models vol.29, pp.1, 2016, https://doi.org/10.5351/KJAS.2016.29.1.001
- News Impact Curves of Volatility for Asymmetric GARCH via LASSO vol.27, pp.1, 2014, https://doi.org/10.5351/KJAS.2014.27.1.159
- Multivariate Volatility Analysis via Canonical Correlations for Financial Time Series vol.27, pp.7, 2014, https://doi.org/10.5351/KJAS.2014.27.7.1139