An Estimation of VaR under Price Limits
A Note on Renewal Reward Process with Fuzzy Rewards
[추천도서 소개] 급진적풍요
An Estimating Function Approach for Threshold-ARCH Models
VaR(Value at Risk) for Korean Financial Time Series
On Asymmeticity for Power Transformed TARCH Model
A Reform Program for Reliability Insurance Rate-Making System
IGARCH and Stochastic Volatility : Case Study
Shrinkage Estimator of Dispersion of an Inverse Gaussian Distribution
An Empirical Study on Stock Trading Value of Each Investor Type in the Korean Stock Market
On Estimating the Odds Ratio between Male and Female Unemployment Rate in Small Area
Pricing weather derivatives: An application to the electrical utility
Prediction of bankruptcy data using machine learning techniques
Prediction of the interest spread using VAR model
Testing the exchange rate data for the parameter change based on ARMA-GARCH model
Forecasting value-at-risk by encompassing CAViaR models via information criteria
Dependence structure analysis of KOSPI and NYSE based on time-varying copula models
한국농업산출구조의 변화요인 분석
景氣循環에 따른 會計情報의 相對的 價値關聯性
기업의 사회적 성과와 재무성과의 관련성에 관한 연구
負債比率이 利益管理에 미치는 影響에 관한 硏究
이연법인세의 정보효과에 관한 실증적 연구
移延法人稅 會計情報의 有用性에 대한 實證的 分析
Global Rice Production, Consumption and Trade: Trends and Future Directions