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KCI
레버리지 효과를 포함하는 베이지안 확률 변동성 모형의 실증적 비교 분석
조미형;
최태련
; 이령화
Article
Issue Date
2014
Citation
Journal of The Korean Data Analysis Society, v.16, no.2, pp.703 - 717
Publisher
한국자료분석학회
SCIE
SCOPUS
KCI
On Bayesian estimation of regression models subject to uncertainty about functional constraints
Kim, Hea-Jung;
Choi, Taeryon
Article
Issue Date
2014
Citation
JOURNAL OF THE KOREAN STATISTICAL SOCIETY, v.43, no.1, pp.133 - 147
Publisher
SPRINGER HEIDELBERG
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Kim, Hea-Jung
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Bivariate stochastic volatility
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DISTRIBUTIONS
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Functional constraints
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Hierarchical priors
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INFERENCE
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ISOTONIC REGRESSION
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Leverage effect
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Outlier detection
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