비모수적 VaR 측정 모델에 관한 연구 : historical higher moments VaR 모델을 중심으로A study on the non-parametric VaR model : historical higher moments VaR model
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | 변석준 | - |
| dc.contributor.advisor | Byun, Suk-Joon | - |
| dc.contributor.author | 전성찬 | - |
| dc.contributor.author | Jun, Sung-Chan | - |
| dc.date.accessioned | 2011-12-26T08:38:43Z | - |
| dc.date.available | 2011-12-26T08:38:43Z | - |
| dc.date.issued | 2004 | - |
| dc.identifier.uri | http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=238624&flag=dissertation | - |
| dc.identifier.uri | http://hdl.handle.net/10203/52209 | - |
| dc.description | 학위논문(석사) - 한국과학기술원 : 금융공학전공, 2004.2, [ v, 55 p. ] | - |
| dc.language | kor | - |
| dc.publisher | 한국과학기술원 | - |
| dc.subject | 커널 밀도 함수 | - |
| dc.subject | 비모수적 VaR | - |
| dc.subject | NON-PARAMETRIC VAR | - |
| dc.subject | KERNEL DENSITY | - |
| dc.subject | HISTORICAL HIGHER MOMENTS VAR | - |
| dc.title | 비모수적 VaR 측정 모델에 관한 연구 : historical higher moments VaR 모델을 중심으로 | - |
| dc.title.alternative | A study on the non-parametric VaR model : historical higher moments VaR model | - |
| dc.type | Thesis(Master) | - |
| dc.identifier.CNRN | 238624/325007 | - |
| dc.description.department | 한국과학기술원 : 금융공학전공, | - |
| dc.identifier.uid | 020023839 | - |
| dc.contributor.localauthor | 변석준 | - |
| dc.contributor.localauthor | Byun, Suk-Joon | - |
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