Browse

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

DC Field Value Language
dc.contributor.advisor정기준-
dc.contributor.author이창호-
dc.date.accessioned2010-02-22T06:47:46Z-
dc.date.available2010-02-22T06:47:46Z-
dc.date.copyright1996.-
dc.date.issued1996-
dc.identifier.urihttp://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000081534kog
dc.identifier.urihttps://hdl.handle.net/10371/57110-
dc.description학위논문(박사)--서울大學校 大學院 :經濟學科 經濟學專攻,1996.ko
dc.format.extentviii, 154 p.ko
dc.language.isokoko
dc.publisher서울大學校 大學院ko
dc.subjecttime-varying volatilityko
dc.subject시간가변 변동성ko
dc.subjectCAPMko
dc.subject자본자산가격결정모형(CAPM)ko
dc.subjectprice of riskko
dc.subject위험프리미엄ko
dc.subjectrisk premiumko
dc.subject위험가격ko
dc.subjectARCHko
dc.subject도구변수접근ko
dc.title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 중심으로ko
dc.title.alternativeAn Empirical study on asset pricing with time-varying volatility in stock returnsko
dc.typeThesis-
dc.contributor.department經濟學科 經濟學專攻-
dc.description.degreeDoctorko
Appears in Collections:
College of Social Sciences (사회과학대학)Dept. of Economics (경제학부)Theses (Ph.D. / Sc.D._경제학부)
Files in This Item:
There are no files associated with this item.
  • mendeley

Items in S-Space are protected by copyright, with all rights reserved, unless otherwise indicated.

Browse