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NTIS 바로가기한국산학기술학회논문지 = Journal of the Korea Academia-Industrial cooperation Society, v.21 no.6, 2020년, pp.212 - 217
고봉현 (제주연구원 상생경제연구부)
The purpose of this study was to analyze the volatility and properties of a time series for tangerine prices in Jeju using the GARCH model of Bollerslev(1986). First, it was found that the time series for the rate of change in tangerine prices had a thicker tail rather than a normal distribution. At...
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