Tests between the Restructured Korea Economy and Leverage Effects:Multivariate Threshold GARCH Approaches

Tests between the Restructured Korea Economy and Leverage Effects:Multivariate Threshold GARCH Approaches
제목
Tests between the Restructured Korea Economy and Leverage Effects:Multivariate Threshold GARCH Approaches
제목 (타언어)
Tests between the Restructured Korea Economy and Leverage Effects:Multivariate Threshold GARCH Approaches
저자
Jei,Sang Young
학회명
한국자료분석학회 2009년 추계 학술논문발표대회 및 정기총회
개최국가
대한민국
학회 개최일
2009-10-23 ~ 2009-10-24