VAR 측정의 정확성에 대한 연구 : volatility와 fat tail 문제를 중심으로(A) empirical study on accuracy of VAR estimation : with a view to volatility and fat tail problem
- Advisors
- 김동석researcher; Kim, Tong-Sukresearcher
- Description
- 한국과학기술원 : 테크노경영대학원,
- Publisher
- 한국과학기술원
- Issue Date
- 1999
- Identifier
- 151312/325007 / 000973710
- Language
- kor
- Description
학위논문(석사) - 한국과학기술원 : 테크노경영대학원, 1999.2, [ v, 66 p. ]
- Keywords
위험관리; 변동성; 위험; 위험가치; VAR; Volatility; Fat-tail; Risk management; Risk
- Appears in Collection
- KGSM-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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