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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.advisor | 조재호 | - |
| dc.contributor.author | 김봉준 | - |
| dc.date.accessioned | 2010-01-08 | - |
| dc.date.available | 2010-01-08 | - |
| dc.date.copyright | 2008. | - |
| dc.date.issued | 2008 | - |
| dc.identifier.uri | http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000041388 | kor |
| dc.identifier.uri | https://hdl.handle.net/10371/28578 | - |
| dc.description | 학위논문(박사) --서울대학교 대학원 :경영학과 재무관리,2008.8. | ko |
| dc.format.extent | vi, 111 p. | ko |
| dc.language.iso | ko | ko |
| dc.publisher | 서울대학교 대학원 | ko |
| dc.subject | Hansen and Jagannathan 하한 | ko |
| dc.subject | The Greatest Lower Bound of Moment | ko |
| dc.subject | 고차 적률 하한 | ko |
| dc.subject | Hansen and Jagannathan Bound | ko |
| dc.subject | 적률 지체 | ko |
| dc.subject | Moment Stagnation | ko |
| dc.subject | 다변량 부등식 제약 검정 | ko |
| dc.subject | Multivariate Inequality Restrictions Test | ko |
| dc.subject | Hansen and Jagannathan 최소거리 검정 | ko |
| dc.subject | Hansen and Jagannathan Minimum Distance Test | ko |
| dc.subject | 일반화 적률법 검정 | ko |
| dc.subject | Generalized Method of Moment Test | ko |
| dc.title | 적률하한을 이용한 자산가격결정모형의 진단 및 검정 | ko |
| dc.title.alternative | Model specification error test by no arbitrage moment bounds | ko |
| dc.type | Thesis | - |
| dc.contributor.department | 경영학과 재무관리 | - |
| dc.description.degree | Doctor | ko |
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