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COLLEGE OF ECONOMICS AND FINANCE[S](경제금융대학)
ECONOMICS & FINANCE(경제금융학부)
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2015-10
PARAMETRIC SPECIFICATION TEST FOR NONLINEAR AUTOREGRESSIVE MODELS
김건호
2015-12
Was it risk? Or was it fundamentals? Explaining excess currency returns with kernel smoothed regressions
김건호
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ARCH(1) ERRORS
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CONSISTENT DENSITY ESTIMATORS
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CONTINUOUS-TIME MODELS
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DIFFUSION-PROCESSES
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Forward premium anomaly
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Frequentist model averaging
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INFERENCE
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INTEREST-RATES
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Kernel smoothing
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LIMIT-THEOREMS
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