경제구조변동기에 시장리스크 측정을 위한 VaR모형의 한계점 실증분석 및 대책방향에 관한 연구Empirical study on drawbacks of VaR model in the period of the structural change of economy and consideration of the counterplan

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Advisors
안창모Ahn, Chang-Mo
Description
한국과학기술원 : 금융공학전공,
Publisher
한국과학기술원
Issue Date
2000
Identifier
158466/325007 / 000983710
Language
kor
Description

학위논문(석사) - 한국과학기술원 : 금융공학전공, 2000.2, [ v, 67 p. ]

URI
http://hdl.handle.net/10203/52071
Link
http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=158466&flag=dissertation
Appears in Collection
KGSF-Theses_Master(석사논문)
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