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GARCH-VaR 모형을 이용한 위험예측에 관한 실증연구

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Authors
이재석
Advisor
최도성
Issue Date
2000
Publisher
서울대학교 대학원
Description
학위논문(석사)--서울대학교 대학원 :경영학과 재무관리전공,2000.
Language
Korean
URI
http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000067808

https://hdl.handle.net/10371/33424
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College of Business Administration/Business School (경영대학/대학원)Dept. of Business Administration (경영학과)Theses (Master's Degree_경영학과)
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