변동성 추정과 예측 : Kospi 200 지수를 중심으로A study on volatility estimation and prediction : concentrating on Kospi 200 index
- Advisors
- 안창모; Ahn, Chang-Mo
- Description
- 한국과학기술원 : 금융공학전공,
- Publisher
- 한국과학기술원
- Issue Date
- 2000
- Identifier
- 158458/325007 / 000983658
- Language
- kor
- Description
학위논문(석사) - 한국과학기술원 : 금융공학전공, 2000.2, [ 42 p. ]
- Keywords
Component arch; Egarch; Garch; Volatility; Asymmetric component arch; Asymmetric component arch; Component arch; Egarch; Garch; 변동성
- Appears in Collection
- KGSF-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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