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Thesis
GARCH 通貨옵션價格決定模型의 實證分析 = (An)empirical study on the GARCH currency option pricing model
박병수
대구 : 慶北大學校, 1996.
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Thesis
GARCH모형을 이용한 환율 변동성 예측성과 분석 =Analysis of forecasting performance of exchange rate volatility using GARCH models
박규희
부산 : 부산대학교, 2011
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Thesis
GARCH모형을 이용한 우리나라 주식수익률의 변동성에 관한 실증 연구= An Empirical study of the Korean stock return volatility using the GARCH models
이춘백
부산 : 부산대학교, 1999.
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마코프-스위칭 GARCH模型을 이용한 外換危機 전후 經濟레짐 변화시점 推定
홍승제
서울 : 한국은행 금융경제연구원, 2004.
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Thesis
Forecast of Heating Degree Days Index using GARCH Models =GARCH모형을 이용한 난방지수의 예측
홍준형
부산 : 부산대학교, 2013
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Thesis
선형 GARCH 회귀모형을 이용한 한국의 주가변동성 추정
신동성
서울 : 연세대학교, 1993.
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Thesis
시계열 모형을 이용한 KOSPI 분석 =KOSPI data analysis using time series models
기대운
부산 : 부산대학교 대학원, 2015
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Thesis
선박연료유 시장의 국가간 가격과 변동성 전이효과에 관한 연구 =(An) empirical analysis of the spillover effects in the marine fuel oil markets :부산, 홍콩, 싱가폴 시장을 중심으로
김용수
부산 : 부산대학교, 2012.
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Thesis
(A) Study on transfer function models with autoregressive conditional heteroscedasticity noise process= 자기회귀 조건부 이분산 과정을 가지는 전이함수모형에 관한 연구
백지선
부산: 부산대학교, 2001.
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국외eBook
A Semiparametric Approach to Change-Point Analysis in Volatility Dynamics of Financial Data.[electronic resource]
Hu, Huaiyu
[S.l.] : Boston University, 2021
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All : GARCH
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