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NTIS 바로가기經營 科學 = Korean management science review, v.24 no.2, 2007년, pp.115 - 126
Weekly minima of daily log returns of Korean composite stock price index 200 and its five industry-based business divisions over the period from January 1990 to December 2005 are fitted using two block-based extreme distributions: Generalized Extreme Value(GEV) and Generalized Logistic(GLO). Paramet...
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