한국 증권시장에서의 주가 수익률 변동성 모형 성능 비교An empirical study on the performance of the volatility forecast models in the korean stock market
- Advisors
- 노재선researcher; Noh, Jae-Sun
- Description
- 한국과학기술원 : 금융전공,
- Publisher
- 한국과학기술원
- Issue Date
- 2008
- Identifier
- 490134/325007 / 020063994
- Language
- kor
- Description
학위논문(석사) - 한국과학기술원 : 금융전공, 2008.8, [ iii, 32 p. ]
- Keywords
주가 수익률 변동성 모형; 한국 증권시장; volatility forecast models; Korean Stock Market; performance; 성능 비교
- Appears in Collection
- KGSF-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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