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Browse "Graduate School of Finance(금융전문대학원)" by Subject Volatility▼aVolatility estimation▼aKOSPI200▼aMachine learning▼aVKOSPI▼aMacroeconomic variables

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KOSPI200 실현 변동성 추정: 부스팅 계열 모형과 거시경제변수를 중심으로 = KOSPI200 realized volatility estimation: focused on boosting models and macroeconomic variableslink

정민구; 변석준; et al, 한국과학기술원, 2023

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