Mixture Multiplicative Error Model을 이용한 VKOSPI 예측 모델에 관한 연구A study on Developing a VKOSPI Forecasting Model via Mixture Error Multiplicative Model
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | 변석준 | - |
| dc.contributor.advisor | Byun, Suk-Joon | - |
| dc.contributor.author | 이성광 | - |
| dc.contributor.author | Lee, Sung-Kwang | - |
| dc.date.accessioned | 2013-09-12T02:27:59Z | - |
| dc.date.available | 2013-09-12T02:27:59Z | - |
| dc.date.issued | 2012 | - |
| dc.identifier.uri | http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=488888&flag=dissertation | - |
| dc.identifier.uri | http://hdl.handle.net/10203/181407 | - |
| dc.description | 학위논문(석사) - 한국과학기술원 : 금융전공, 2012.2, [ iv, 37 p. ] | - |
| dc.language | kor | - |
| dc.publisher | 한국과학기술원 | - |
| dc.subject | 변동성지수 | - |
| dc.subject | 내재 변동성 | - |
| dc.subject | VKOSPI | - |
| dc.subject | Implied Volatility | - |
| dc.subject | Multiplicative Error Model | - |
| dc.subject | MEM 모델 | - |
| dc.title | Mixture Multiplicative Error Model을 이용한 VKOSPI 예측 모델에 관한 연구 | - |
| dc.title.alternative | A study on Developing a VKOSPI Forecasting Model via Mixture Error Multiplicative Model | - |
| dc.type | Thesis(Master) | - |
| dc.identifier.CNRN | 488888/325007 | - |
| dc.description.department | 한국과학기술원 : 금융전공, | - |
| dc.identifier.uid | 020103962 | - |
| dc.contributor.localauthor | 변석준 | - |
| dc.contributor.localauthor | Byun, Suk-Joon | - |
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