비모수적 VaR 측정 모델에 관한 연구 : historical higher moments VaR 모델을 중심으로A study on the non-parametric VaR model : historical higher moments VaR model
- Advisors
- 변석준researcher; Byun, Suk-Joonresearcher
- Description
- 한국과학기술원 : 금융공학전공,
- Publisher
- 한국과학기술원
- Issue Date
- 2004
- Identifier
- 238624/325007 / 020023839
- Language
- kor
- Description
학위논문(석사) - 한국과학기술원 : 금융공학전공, 2004.2, [ v, 55 p. ]
- Keywords
커널 밀도 함수; 비모수적 VaR; NON-PARAMETRIC VAR; KERNEL DENSITY; HISTORICAL HIGHER MOMENTS VAR
- Appears in Collection
- KGSF-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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