Conditional-VaR 를 기준으로 한 VaR모형의 비교A comparison of value at risk models under conditional-VaR criterion
- Advisors
- 김동석researcher; Kim, Tong-Sukresearcher
- Description
- 한국과학기술원 : 금융공학전공,
- Publisher
- 한국과학기술원
- Issue Date
- 2004
- Identifier
- 238599/325007 / 020023699
- Language
- kor
- Description
학위논문(석사) - 한국과학기술원 : 금융공학전공, 2004.2, [ v, 35 p. ]
- Keywords
CONDITIONAL-VAR; VAR측정모형; VAR MODELS; CONDITIONAL-VAR
- Appears in Collection
- KGSF-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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