학위논문(석사) - 한국과학기술원 : 금융전공, 2009.2, [ iii, 51 p. ]
상관계수; 시장변동성; 산업지수; 다변량 GARCH; 벡터자기회귀모형; corrlation; market volatility; industry index; Multivariate GARCH; VAR
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