VKOSPI를 이용한 추계적 변동성과 수익률 점프에 관한 연구A study on stochastic volatility and return jumps using VKOSPI index
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | 변석준 | - |
| dc.contributor.advisor | Byun, Suk-Joon | - |
| dc.contributor.author | 김선희 | - |
| dc.contributor.author | Kim, Sun-Hee | - |
| dc.date.accessioned | 2013-09-12T04:52:36Z | - |
| dc.date.available | 2013-09-12T04:52:36Z | - |
| dc.date.issued | 2012 | - |
| dc.identifier.uri | http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=488857&flag=dissertation | - |
| dc.identifier.uri | http://hdl.handle.net/10203/182187 | - |
| dc.description | 학위논문(석사) - 한국과학기술원 : 경영공학과, 2012.2, [ iv, 35 p. ] | - |
| dc.language | kor | - |
| dc.publisher | 한국과학기술원 | - |
| dc.subject | 수익률 점프 | - |
| dc.subject | 추계적 변동성 | - |
| dc.subject | VKOSPI | - |
| dc.subject | 점프 위험 프리미엄 | - |
| dc.subject | stochastic volatility | - |
| dc.subject | return jump | - |
| dc.subject | VKOSPI | - |
| dc.subject | jump risk premium | - |
| dc.subject | volatility risk premium | - |
| dc.subject | 변동성 위험 프리미엄 | - |
| dc.title | VKOSPI를 이용한 추계적 변동성과 수익률 점프에 관한 연구 | - |
| dc.title.alternative | A study on stochastic volatility and return jumps using VKOSPI index | - |
| dc.type | Thesis(Master) | - |
| dc.identifier.CNRN | 488857/325007 | - |
| dc.description.department | 한국과학기술원 : 경영공학과, | - |
| dc.identifier.uid | 020103117 | - |
| dc.contributor.localauthor | 변석준 | - |
| dc.contributor.localauthor | Byun, Suk-Joon | - |
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