Publications
Detailed Information
적률하한을 이용한 자산가격결정모형의 진단 및 검정 : Model specification error test by no arbitrage moment bounds
Cited 0 time in
Web of Science
Cited 0 time in Scopus
- Authors
- Advisor
- 조재호
- Issue Date
- 2008
- Publisher
- 서울대학교 대학원
- Keywords
- Hansen and Jagannathan 하한 ; The Greatest Lower Bound of Moment ; 고차 적률 하한 ; Hansen and Jagannathan Bound ; 적률 지체 ; Moment Stagnation ; 다변량 부등식 제약 검정 ; Multivariate Inequality Restrictions Test ; Hansen and Jagannathan 최소거리 검정 ; Hansen and Jagannathan Minimum Distance Test ; 일반화 적률법 검정 ; Generalized Method of Moment Test
- Description
- 학위논문(박사) --서울대학교 대학원 :경영학과 재무관리,2008.8.
- Language
- Korean
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000041388
https://hdl.handle.net/10371/28578
- Files in This Item:
- There are no files associated with this item.
Item View & Download Count
Items in S-Space are protected by copyright, with all rights reserved, unless otherwise indicated.