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狀態變數들의 變動性 變化가 危險補償率에 미치는 影響의 持續性에 關한 硏究 : A Dynamic analysis on the persistence of volatility shocks of state variables in risk premium

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Authors

박종원

Advisor
박정식
Issue Date
1995
Publisher
서울大學校 大學院
Keywords
risk-premium위험보상률volatility변동성state variables상태변수persistence지속성dynamic model동태모형
Description
학위논문(박사)--서울大學校 大學院 :經營學科 經營學專攻,1995.
Language
Korean
URI
http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000084919

https://hdl.handle.net/10371/49146
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