한국 주식 시장에서의 변동성 위험 프리미엄과 수익률 예측성Variance risk premium and stock returns predictability in Korean Stock Markets
- Advisors
- 변석준researcher; Byun, 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
- Appears in Collection
- KGSM-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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