VKOSPI를 이용한 추계적 변동성과 수익률 점프에 관한 연구 = A study on stochastic volatility and return jumps using VKOSPI index

Cited 0 time in webofscience Cited 0 time in scopus
  • Hit : 235
  • Download : 0
Advisors
변석준researcherByun, Suk-Joon
Description
한국과학기술원 : 경영공학과,
Publisher
한국과학기술원
Issue Date
2012
Identifier
488857/325007  / 020103117
Language
kor
Description

학위논문(석사) - 한국과학기술원 : 경영공학과, 2012.2, [ iv, 35 p. ]

Keywords

수익률 점프; 추계적 변동성; VKOSPI; 점프 위험 프리미엄; stochastic volatility; return jump; VKOSPI; jump risk premium; volatility risk premium; 변동성 위험 프리미엄

URI
http://hdl.handle.net/10203/182187
Link
http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=488857&flag=dissertation
Appears in Collection
MT-Theses_Master(석사논문)
Files in This Item
There are no files associated with this item.

qr_code

  • mendeley

    citeulike


rss_1.0 rss_2.0 atom_1.0