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적률하한을 이용한 자산가격결정모형의 진단 및 검정
Model specification error test by no arbitrage moment bounds

DC Field Value Language
dc.contributor.advisor조재호-
dc.contributor.author김봉준-
dc.date.accessioned2010-01-08-
dc.date.available2010-01-08-
dc.date.copyright2008.-
dc.date.issued2008-
dc.identifier.urihttp://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000041388kor
dc.identifier.urihttps://hdl.handle.net/10371/28578-
dc.description학위논문(박사) --서울대학교 대학원 :경영학과 재무관리,2008.8.ko
dc.format.extentvi, 111 p.ko
dc.language.isokoko
dc.publisher서울대학교 대학원ko
dc.subjectHansen and Jagannathan 하한ko
dc.subjectThe Greatest Lower Bound of Momentko
dc.subject고차 적률 하한ko
dc.subjectHansen and Jagannathan Boundko
dc.subject적률 지체ko
dc.subjectMoment Stagnationko
dc.subject다변량 부등식 제약 검정ko
dc.subjectMultivariate Inequality Restrictions Testko
dc.subjectHansen and Jagannathan 최소거리 검정ko
dc.subjectHansen and Jagannathan Minimum Distance Testko
dc.subject일반화 적률법 검정ko
dc.subjectGeneralized Method of Moment Testko
dc.title적률하한을 이용한 자산가격결정모형의 진단 및 검정ko
dc.title.alternativeModel specification error test by no arbitrage moment boundsko
dc.typeThesis-
dc.contributor.department경영학과 재무관리-
dc.description.degreeDoctorko
Appears in Collections:
College of Business Administration/Business School (경영대학/대학원)Dept. of Business Administration (경영학과)Theses (Ph.D. / Sc.D._경영학과)
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