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웨이블릿을 이용한 시간 단위에 따른 자본자산가격결정모형의 베타 추정

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Authors
박민혜
Advisor
장우진
Issue Date
2006
Publisher
서울대학교 대학원
Keywords
웨이블릿wavelet자본자산가격결정모형CAPM베타beta시간 단위time interval
Description
학위논문(석사)--서울대학교 대학원 :산업공학과 수리정보전공,2006.
Language
Korean
URI
http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000049219

http://hdl.handle.net/10371/11676
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College of Engineering/Engineering Practice School (공과대학/대학원)Dept. of Industrial Engineering (산업공학과)Theses (Master's Degree_산업공학과)
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