Publications
Detailed Information
Time-varying pricing kernel : evidence from a KOSPI200 index option study
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | 김정욱 | - |
| dc.contributor.author | 이상호 | - |
| dc.date.accessioned | 2011-09-22T07:08:33Z | - |
| dc.date.available | 2011-09-22T07:08:33Z | - |
| dc.date.copyright | 2011 | - |
| dc.date.issued | 2011 | - |
| dc.identifier.uri | http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000029477 | kog |
| dc.identifier.uri | https://hdl.handle.net/10371/73669 | - |
| dc.description | 학위논문(석사) --서울대학교 대학원 :경영학과,2011.2. | ko |
| dc.format.extent | 40 leaves | ko |
| dc.language.iso | ko | ko |
| dc.publisher | 서울대학교 대학원 | ko |
| dc.subject | Pricing Kernel | ko |
| dc.subject | Pricing Kernel | ko |
| dc.subject | 옵션 | ko |
| dc.subject | Option | ko |
| dc.subject | 위험회피도 | ko |
| dc.subject | Risk Aversion | ko |
| dc.subject | 확률적 변동성 | ko |
| dc.subject | Stochastic Volatility | ko |
| dc.title | Time-varying pricing kernel : evidence from a KOSPI200 index option study | ko |
| dc.type | Thesis | - |
| dc.contributor.department | 경영학과 | - |
| dc.description.degree | Master | ko |
- Appears in Collections:
- Files in This Item:
- There are no files associated with this item.
Item View & Download Count
Items in S-Space are protected by copyright, with all rights reserved, unless otherwise indicated.