학위논문(석사) - 한국과학기술원 : 금융공학전공, 2003.2, [ v, 37 p. ]
확률변동성모형; 일반화자기회귀조건부분산모형; 위험관리; 효율적 적률법; efficient method of moments; stochastic volatility; GARCH; VaR
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