KOSPI 200지수옵션시장에서 변동성 예측의 유용성에 관한 연구A study on the effectiveness of volatility forecasts in the KOSPI 200 index option
- Advisors
- 안창모; Ahn, Chang-Mo
- Description
- 한국과학기술원 : 금융공학전공,
- Publisher
- 한국과학기술원
- Issue Date
- 2001
- Identifier
- 166525/325007 / 000993716
- Language
- kor
- Description
학위논문(석사) - 한국과학기술원 : 금융공학전공, 2001.2, [ ii, 37 p. ]
- Keywords
변동성 예측; Volatility Forecasts
- Appears in Collection
- KGSF-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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