한국 개별 기업의 고유 변동성에 대한 횡단면 분석 = Cross-sectional analysis of idiosyncratic volatility for individual firms in Korea

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Advisors
김진용researcherKim, Jin-Yong
Description
한국과학기술원 : 경영공학과,
Publisher
한국과학기술원
Issue Date
2012
Identifier
488854/325007  / 020103088
Language
kor
Description

학위논문(석사) - 한국과학기술원 : 경영공학과, 2012.2, [ iii, 50 p. ]

Keywords

고유변동성; 추세분석; trend test; time-varying; idiosyncratic volatility

URI
http://hdl.handle.net/10203/182190
Link
http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=488854&flag=dissertation
Appears in Collection
MT-Theses_Master(석사논문)
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