1 |
강석규 (2014) 양식 넙치가격변동성의 구조변화와 비대칭성 검증. 수산경영논집 45(2):29-59 Kang SK (2014) Tests for the structure change and asymmetry of price volatility in farming olive flounder. Korean Soc Fish Bus Admin 45(2):29-38 (in Korean)
|
2 |
고봉현 (2007) GARCH 모형을 이용한 수산물의 가격변동성에 관한 연구. 해양정책연구 22(2):29-54 Ko BH (2007) A Study on the price volatility of fisheries using GARCH model. Ocean Pol Res 22(2):29-54 (in Korean)
|
3 |
고봉현 (2009) 수산물 시장에서의 양식어류 가격변동성.계절성.요일효과에 관한 연구. 수산경영론집 40(2):49-70 Ko BH (2009) Price volatility, seasonality and dayof-theweek effect for aquacultural fishes in Korean fishery markets. J Fish Bus Admin 40(2):49-70 (in Korean)
|
4 |
고봉현 (2014) 수산물 거래량의 변동성이 가격변동성에 미치는 영향분석. 한국산학기술학회논문지 15(10):6084-6091 Ko BH (2014) Influences of volume volatilities on price volatilities in the fishery market. J Korea Acad-Ind Soc 15(10):6084-6091 (in Korean)
DOI
|
5 |
통계청 (2015) 소비자 물가지수. http://kosis.kr/ Accessed 15 Oct 2015 Statistics Korea (2015) Consumer price index. http://kosis.kr/ Accessed 15 Oct 2015
|
6 |
한국농수산식품유통공사 (2015) 농수산물 유통정보. http://www.kamis.co.kr/ Accessed 15 Oct 2015 Korea Agro-Fisheries and Food Trade Corporation (2015) Korea Agricultural Marketing Information Service. http://www.kamis.co.kr/ Accessed 15 Oct 2015
|
7 |
Andrews DW (1993) Tests for parameter instability and structural change with unknown change point. Econometrica 61(4):821-856
DOI
|
8 |
Andrews DW, Ploberger W (1994) Optimal tests when a nuisance parameter is present only under the alternative. Econometrica 62(6):1383-1414
DOI
|
9 |
Bai J, Perron P (1998) Estimating and testing linear models with multiple structural changes. Econometrica 66(1):47-78
DOI
|
10 |
Bollerslev T (1986) Generalized autoregressive conditional heteroskedasticity. J Econometrics 31(3):307-327
DOI
|
11 |
Box GE, Jenkins GM (1976) Time series analysis: forecasting and control. Holden-Day, San Francisco, 575 p
|
12 |
Chow GC (1960) Tests of equality between sets of coefficients in two linear regressions. Econometrica 28(3):591-605
DOI
|
13 |
Dickey DA, Fuller WA (1979) Distribution of the estimators for autoregressive time series with a unit root. J Am Stat Assoc 74:427-431
|
14 |
Engle RF (1982) Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation. Econometrica 50(4):987-1007
DOI
|
15 |
Glosten LR, Jagannathan R, Runkle DE (1993) On the relation between the expected value and the volatility of the nominal excess return on stocks. J Fina 48(5):1779-1801
DOI
|
16 |
Hansen BE (1997) Approximate asymptotic p values for structuras-change tests. J Bus Econ Stat 15(1):60-67
|
17 |
Jarque CM, Bera AK (1980) Efficient tests for normality, homoscedasticity and serial independence of regression residuals. Econ Lett 6(3):255-259
DOI
|
18 |
Kwiatkowski D, Phillips PCB, Schmidt P, Shin Y (1992) Testing the null hypothesis of stationarity against the alternative of a unit root. J Econometrics 54:159-178
DOI
|
19 |
Ljung GM, Box GE (1978) On a measure of lack of fit in time series models. Biometrika 65(2):297-303
DOI
|
20 |
Nelson CR, Plosser CR (1982) Trends and random walks in macroeconmic time series: some evidence and implications. J Mone Eco 10(2):139-162
DOI
|
21 |
Quandt RE (1960) Tests of the hypothesis that a linear regression system obeys two separate regimes. J Am Stat Assoc 55(290):324-330
DOI
|
22 |
Nelson DB (1991) Conditional heteroskedasticity in asset returns: a new approach. Econometrica 59(2):347-370
DOI
|
23 |
Perron P (1989) The great crash, the oil price shock, and the unit root hypothesis. Econometrica 57(6):1361-1401
DOI
|
24 |
Phillips PCB, Perron P (1988) Testing for a unit root in time series regression. Biometrika 75(2):335-346
DOI
|
25 |
Schwert W (2013) EViews user's guide 2. IHS Global Inc, 990 p
|
26 |
White HA (1980) Heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity. Econometrica 48(4):817-838
DOI
|
27 |
Zivot E, Andrews DW (1992) Further evidence on the great crash, the oil-price shock, and the unit-root. J Bus Eco Stat 10(3):251-270
|