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NTIS 바로가기응용통계연구 = The Korean journal of applied statistics, v.36 no.2, 2023년, pp.129 - 139
신지원 (이화여자대학교 수리과학연구소) , 신동완 (이화여자대학교 통계학과)
Forecasting volatility is essential to avoiding the risk caused by the uncertainties of an financial asset. Complicated financial volatility features such as ambiguity between non-stationarity and stationarity, asymmetry, long-memory, sudden fairly large values like outliers bring great challenges t...
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