학위논문(석사) - 한국과학기술원 : 금융공학프로그램, 2017.2,[ⅲ, 67 p. :]
시장붕괴 민감도▼aCopulas▼a마코브 국면전환 모형▼a경기순환▼a위험 프리미엄; Crash Sensitivity▼aCopulas▼aMarkov Regime Switching Model▼aNBER Business Cycle▼aRisk Premia
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