학위논문(석사) - 한국과학기술원 : 금융공학프로그램, 2018.2,[iii, 29 p. :]
KOSPI▼a국고채수익률▼a국면전환▼aGJR-GARCH▼a비대칭성; KOSPI▼abond yield▼aregime-switching▼aGJR-GARCH▼aasymmetric effect
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