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KOSPI200 주가지수 선물에 대한 Value-at-Risk 추정 방법 비교
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- Authors
- Advisor
- 오형식
- Issue Date
- 2007
- Publisher
- 서울대학교 대학원
- Keywords
- Value-at-Risk ; Value-at-Risk ; 변동성 ; volatility ; GARCH ; GARCH ; GJR-GARCH ; GJR-GARCH ; RiskMetrics ; RiskMetrics ; KOSPI200 주가지수 선물 ; KOSPI200 stock index future
- Description
- 학위논문(석사)--서울대학교 대학원 :산업공학과,2007.
- Language
- Korean
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000045700
https://hdl.handle.net/10371/11730
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