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Economic Policy in Division of Economics and Statistics
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KCI
아시아, 유럽, 미국 주식시장 간 동태적 상관관계와 정보이전효과
임재옥;
김동주
Article
Issue Date
2013
Citation
국제지역연구, v.17, no.2, pp 49 - 71
Publisher
국제지역학회
KCI
암호화폐 시장의 변동성 파급효과에 관한 연구
임재옥;
김동주
Article
Issue Date
2018
Citation
Journal of The Korean Data Analysis Society, v.20, no.4, pp 1883 - 1895
Publisher
한국자료분석학회
1
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Author
Kim, Dong Ju
2
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일반화분산
2
collective correlation
1
collective correlation.
1
Cryptocurrency
1
DCC
1
DCC-MGARCH모형
1
MGARCH
1
Multivariate GARCH model
1
volatility spillover
1
다변량 GARCH
1
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