Mixture Multiplicative Error Model을 이용한 VKOSPI 예측 모델에 관한 연구A study on Developing a VKOSPI Forecasting Model via Mixture Error Multiplicative Model

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dc.contributor.advisor변석준-
dc.contributor.advisorByun, Suk-Joon-
dc.contributor.author이성광-
dc.contributor.authorLee, Sung-Kwang-
dc.date.accessioned2013-09-12T02:27:59Z-
dc.date.available2013-09-12T02:27:59Z-
dc.date.issued2012-
dc.identifier.urihttp://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=488888&flag=dissertation-
dc.identifier.urihttp://hdl.handle.net/10203/181407-
dc.description학위논문(석사) - 한국과학기술원 : 금융전공, 2012.2, [ iv, 37 p. ]-
dc.languagekor -
dc.publisher한국과학기술원-
dc.subject변동성지수-
dc.subject내재 변동성-
dc.subjectVKOSPI-
dc.subjectImplied Volatility-
dc.subjectMultiplicative Error Model-
dc.subjectMEM 모델-
dc.titleMixture Multiplicative Error Model을 이용한 VKOSPI 예측 모델에 관한 연구-
dc.title.alternativeA study on Developing a VKOSPI Forecasting Model via Mixture Error Multiplicative Model-
dc.typeThesis(Master)-
dc.identifier.CNRN488888/325007 -
dc.description.department한국과학기술원 : 금융전공, -
dc.identifier.uid020103962-
dc.contributor.localauthor변석준-
dc.contributor.localauthorByun, Suk-Joon-
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