DC Field | Value | Language |
---|---|---|
dc.contributor.advisor | 김동석 | - |
dc.contributor.advisor | Kim, Tong-Suk | - |
dc.contributor.author | 김상원 | - |
dc.contributor.author | Kim, Sang-Won | - |
dc.date.accessioned | 2011-12-26T08:38:18Z | - |
dc.date.available | 2011-12-26T08:38:18Z | - |
dc.date.issued | 2004 | - |
dc.identifier.uri | http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=238599&flag=dissertation | - |
dc.identifier.uri | http://hdl.handle.net/10203/52184 | - |
dc.description | 학위논문(석사) - 한국과학기술원 : 금융공학전공, 2004.2, [ v, 35 p. ] | - |
dc.language | kor | - |
dc.publisher | 한국과학기술원 | - |
dc.subject | CONDITIONAL-VAR | - |
dc.subject | VAR측정모형 | - |
dc.subject | VAR MODELS | - |
dc.subject | CONDITIONAL-VAR | - |
dc.title | Conditional-VaR 를 기준으로 한 VaR모형의 비교 | - |
dc.title.alternative | A comparison of value at risk models under conditional-VaR criterion | - |
dc.type | Thesis(Master) | - |
dc.identifier.CNRN | 238599/325007 | - |
dc.description.department | 한국과학기술원 : 금융공학전공, | - |
dc.identifier.uid | 020023699 | - |
dc.contributor.localauthor | 김동석 | - |
dc.contributor.localauthor | Kim, Tong-Suk | - |
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