VAR 측정의 정확성과 VAR를 이용한 위험관리 방안에 관한 연구A study on the accuracy of VAR estimates and risk management using VAR models
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | 김동석 | - |
| dc.contributor.advisor | Kim, Tong-Suk | - |
| dc.contributor.author | 이병훈 | - |
| dc.contributor.author | Lee, Byung-Hoon | - |
| dc.date.accessioned | 2011-12-26T08:36:21Z | - |
| dc.date.available | 2011-12-26T08:36:21Z | - |
| dc.date.issued | 2000 | - |
| dc.identifier.uri | http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=158465&flag=dissertation | - |
| dc.identifier.uri | http://hdl.handle.net/10203/52070 | - |
| dc.description | 학위논문(석사) - 한국과학기술원 : 금융공학전공, 2000.2, [ vi, 63 p. ] | - |
| dc.language | kor | - |
| dc.publisher | 한국과학기술원 | - |
| dc.subject | 통합위험관리체제 | - |
| dc.subject | 위험 | - |
| dc.subject | 베타분석법 | - |
| dc.subject | Analytical beta method | - |
| dc.subject | BIS | - |
| dc.subject | VAR | - |
| dc.title | VAR 측정의 정확성과 VAR를 이용한 위험관리 방안에 관한 연구 | - |
| dc.title.alternative | A study on the accuracy of VAR estimates and risk management using VAR models | - |
| dc.type | Thesis(Master) | - |
| dc.identifier.CNRN | 158465/325007 | - |
| dc.description.department | 한국과학기술원 : 금융공학전공, | - |
| dc.identifier.uid | 000983705 | - |
| dc.contributor.localauthor | 김동석 | - |
| dc.contributor.localauthor | Kim, Tong-Suk | - |
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