한국 개별 기업의 고유 변동성에 대한 횡단면 분석Cross-sectional analysis of idiosyncratic volatility for individual firms in Korea
- Advisors
- 김진용researcher; Kim, 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
- Appears in Collection
- MT-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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