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韓國 株式市場의 資本價格決定에 관한 연구 : 株式收益率 變動性의 時間可變性을 중심으로
An Empirical study on asset pricing with time-varying volatility in stock returns

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Authors
이창호
Advisor
정기준
Issue Date
1996
Publisher
서울大學校 大學院
Keywords
time-varying volatility시간가변 변동성CAPM자본자산가격결정모형(CAPM)price of risk위험프리미엄risk premium위험가격ARCH도구변수접근
Description
학위논문(박사)--서울大學校 大學院 :經濟學科 經濟學專攻,1996.
Language
Korean
URI
http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000081534

https://hdl.handle.net/10371/57110
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College of Social Sciences (사회과학대학)Dept. of Economics (경제학부)Theses (Ph.D. / Sc.D._경제학부)
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