시장 변동성 예측에 관한 연구 : 시계열 모형,내재변동성,인공신경망 모형을 중심으로Forecasting stock market volatility : using time series model, implied volatility and artificial neural network
- Advisors
- 김동석researcher; Kim, Tong-Sukresearcher
- Description
- 한국과학기술원 : 금융공학전공,
- Publisher
- 한국과학기술원
- Issue Date
- 2002
- Identifier
- 173855/325007 / 020003722
- Language
- kor
- Description
학위논문(석사) - 한국과학기술원 : 금융공학전공, 2002.2, [ ii, 44 p. ]
- Keywords
내재변동성; 시계열 모형; 변동성 예측; 인공신경망; Artificial Neural Network; Implied Volatility; Time Series Model; volatility
- Appears in Collection
- KGSF-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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