한국 주식시장의 합리적 거품규모 추정 : 자금변동을 고려한 실증분석 = Rational bubbles in the korean stock market : an empirical study using total cash flow 자금변동을 고려한 실증분석

Advisors
이회경researcherLee, Hoe-Kyungresearcher
Publisher
한국과학기술원
Issue Date
2001
Identifier
166743/325007 / 000993197
Language
kor
Description

학위논문(석사) - 한국과학기술원 : 경영공학전공, 2001.2, [ iv, 41 p. ]

Keywords

칼만필터링; 상태공간 모형; 총자금변동; 버블; 주식시장; stock market; Kalman-filtering; state-space model; total cash flow; bubbles

URI
http://hdl.handle.net/10203/53677
Link
http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=166743&flag=t
Appears in Collection
KGSM-Theses_Master(석사논문)
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