VaR 모델의 예측 정확도에 대한 실증 연구An empirical study on the forecasting precision of value at risk models
- Advisors
- 김동석researcher; Kim, Tong-Sukresearcher
- Description
- 한국과학기술원 : 금융공학전공,
- Publisher
- 한국과학기술원
- Issue Date
- 2001
- Identifier
- 166524/325007 / 000993704
- Language
- kor
- Description
학위논문(석사) - 한국과학기술원 : 금융공학전공, 2001.2, [ iv, 50 p. ]
- Keywords
시장리스크; value at risk; market risk
- Appears in Collection
- KGSF-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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