Mixture Multiplicative Error Model을 이용한 VKOSPI 예측 모델에 관한 연구A study on Developing a VKOSPI Forecasting Model via Mixture Error Multiplicative Model
- Advisors
- 변석준researcher; Byun, Suk-Joon
- Description
- 한국과학기술원 : 금융전공,
- Publisher
- 한국과학기술원
- Issue Date
- 2012
- Identifier
- 488888/325007 / 020103962
- Language
- kor
- Description
학위논문(석사) - 한국과학기술원 : 금융전공, 2012.2, [ iv, 37 p. ]
- Keywords
변동성지수; 내재 변동성; VKOSPI; Implied Volatility; Multiplicative Error Model; MEM 모델
- Appears in Collection
- KGSF-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.