한국 주식시장에서의 기업고유변동성과 초과수익률 예측에 관한 연구 = Study on the idiosyncratic volatility and excess return forecast in Korean stock market

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Advisors
김진용researcherKim, Jin-Yong
Description
한국과학기술원 : 경영공학과,
Publisher
한국과학기술원
Issue Date
2012
Identifier
488852/325007  / 020103050
Language
kor
Description

학위논문(석사) - 한국과학기술원 : 경영공학과, 2012.2, [ iii, 38 p. ]

Keywords

고유변동성; 시장변동성; idiosyncratic volatility; market volatility; excess return forecast; 시장의 초과수익률 예측

URI
http://hdl.handle.net/10203/182192
Link
http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=488852&flag=dissertation
Appears in Collection
MT-Theses_Master(석사논문)
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