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 : 246
  • Download : 0
DC FieldValueLanguage
dc.contributor.advisor변석준-
dc.contributor.advisorByun, Suk-Joon-
dc.contributor.author김선희-
dc.contributor.authorKim, Sun-Hee-
dc.date.accessioned2013-09-12T04:52:36Z-
dc.date.available2013-09-12T04:52:36Z-
dc.date.issued2012-
dc.identifier.urihttp://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=488857&flag=dissertation-
dc.identifier.urihttp://hdl.handle.net/10203/182187-
dc.description학위논문(석사) - 한국과학기술원 : 경영공학과, 2012.2, [ iv, 35 p. ]-
dc.languagekor -
dc.publisher한국과학기술원-
dc.subject수익률 점프-
dc.subject추계적 변동성-
dc.subjectVKOSPI-
dc.subject점프 위험 프리미엄-
dc.subjectstochastic volatility-
dc.subjectreturn jump-
dc.subjectVKOSPI-
dc.subjectjump risk premium-
dc.subjectvolatility risk premium-
dc.subject변동성 위험 프리미엄-
dc.titleVKOSPI를 이용한 추계적 변동성과 수익률 점프에 관한 연구 = A study on stochastic volatility and return jumps using VKOSPI index-
dc.typeThesis(Master)-
dc.identifier.CNRN488857/325007 -
dc.description.department한국과학기술원 : 경영공학과, -
dc.identifier.uid020103117-
dc.contributor.localauthor변석준-
dc.contributor.localauthorByun, Suk-Joon-
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