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財務時計列模型에 의한 株式收益率 豫測能力에 대한 實證 硏究 : ARIMA, GARCH, VAR, ECM을 中心으로
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | 윤계섭 | - |
| dc.contributor.author | 김성룡 | - |
| dc.date.accessioned | 2010-02-04T01:26:05Z | - |
| dc.date.available | 2010-02-04T01:26:05Z | - |
| dc.date.copyright | 1996. | - |
| dc.date.issued | 1996 | - |
| dc.identifier.uri | http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000082328 | kog |
| dc.identifier.uri | https://hdl.handle.net/10371/49256 | - |
| dc.description | 학위논문(석사)--서울大學校 大學院 :經營學科 經營學專攻,1996. | ko |
| dc.format.extent | ix, 131 p. | ko |
| dc.language.iso | ko | ko |
| dc.publisher | 서울大學校 大學院 | ko |
| dc.title | 財務時計列模型에 의한 株式收益率 豫測能力에 대한 實證 硏究 : ARIMA, GARCH, VAR, ECM을 中心으로 | ko |
| dc.type | Thesis | - |
| dc.contributor.department | 經營學科 經營學專攻 | - |
| dc.description.degree | Master | ko |
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