한국 주식 시장에서의 변동성 위험 프리미엄과 수익률 예측성 = Variance risk premium and stock returns predictability in Korean Stock Markets

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Advisors
변석준researcherByun, Suk-Joonresearcher
Description
한국과학기술원 : 경영공학과,
Publisher
한국과학기술원
Issue Date
2011
Identifier
467496/325007  / 020093020
Language
kor
Description

학위논문(석사) - 한국과학기술원 : 경영공학과, 2011.2, [ iv, 34 p. ]

Keywords

예측성; 변동성위험프리미엄; 주식 수익률; Stock Return; Predictability; Variance Risk Premium

URI
http://hdl.handle.net/10203/181446
Link
http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=467496&flag=dissertation
Appears in Collection
KGSM-Theses_Master(석사논문)
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