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Hull-White모형을 이용한 인플레이션 예측모형에 관한 연구 : Inflation forecasting using Hull-White model
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- Authors
- Advisor
- 김소영
- Major
- 경제학부
- Issue Date
- 2011-02
- Publisher
- 서울대학교 대학원
- Keywords
- Hull-White모형 ; Nelson-Siegel함수 ; 물가연동국채 ; 손익분기인플레이션 ; 인플레이션 예측 ; Hull-White model ; Nelson-Siegel function ; Treasury Inflation Protected Security(TIPS) ; Break-Even Inflation(BEI) ; Inflation forecasting
- Description
- 학위논문 (석사)-- 서울대학교 대학원 : 경제학부, 2011.2. 김소영.
- Language
- kor
- URI
- https://hdl.handle.net/10371/157040
http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000029438
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