학위논문(박사) - 한국과학기술원 : 경영공학전공, 2008.2, [ vi, 94 p. ]
high frequency data; risk-return relation; leverage effect; volatility feedback effect; 수익률-변동성; 고빈도자료; 부채효과; 변동성환류효과; 소파동; wavelet
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