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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
- Advisor
- 정기준
- Issue Date
- 1996
- Publisher
- 서울大學校 大學院
- Keywords
- time-varying volatility ; 시간가변 변동성 ; CAPM ; 자본자산가격결정모형(CAPM) ; price of risk ; 위험프리미엄 ; risk premium ; 위험가격 ; ARCH ; 도구변수접근
- 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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