시장 변동성 예측에 관한 연구 : 시계열 모형,내재변동성,인공신경망 모형을 중심으로Forecasting stock market volatility : using time series model, implied volatility and artificial neural network
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | 김동석 | - |
| dc.contributor.advisor | Kim, Tong-Suk | - |
| dc.contributor.author | 유전무 | - |
| dc.contributor.author | Yoo, Jeon-Moo | - |
| dc.date.accessioned | 2011-12-26T08:37:30Z | - |
| dc.date.available | 2011-12-26T08:37:30Z | - |
| dc.date.issued | 2002 | - |
| dc.identifier.uri | http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=173855&flag=dissertation | - |
| dc.identifier.uri | http://hdl.handle.net/10203/52137 | - |
| dc.description | 학위논문(석사) - 한국과학기술원 : 금융공학전공, 2002.2, [ ii, 44 p. ] | - |
| dc.language | kor | - |
| dc.publisher | 한국과학기술원 | - |
| dc.subject | 내재변동성 | - |
| dc.subject | 시계열 모형 | - |
| dc.subject | 변동성 예측 | - |
| dc.subject | 인공신경망 | - |
| dc.subject | Artificial Neural Network | - |
| dc.subject | Implied Volatility | - |
| dc.subject | Time Series Model | - |
| dc.subject | volatility | - |
| dc.title | 시장 변동성 예측에 관한 연구 | - |
| dc.title.alternative | Forecasting stock market volatility : using time series model, implied volatility and artificial neural network | - |
| dc.type | Thesis(Master) | - |
| dc.identifier.CNRN | 173855/325007 | - |
| dc.description.department | 한국과학기술원 : 금융공학전공, | - |
| dc.identifier.uid | 020003722 | - |
| dc.contributor.localauthor | 김동석 | - |
| dc.contributor.localauthor | Kim, Tong-Suk | - |
| dc.title.subtitle | 시계열 모형,내재변동성,인공신경망 모형을 중심으로 | - |
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