주가수익률 변동성과 거시경제변수 변동성의 관계 연구The macroeconomic determinants of stock market volatility
- Advisors
- 전덕빈researcher; Jun, Duk-Binresearcher
- Description
- 한국과학기술원 : 금융공학전공,
- Publisher
- 한국과학기술원
- Issue Date
- 2004
- Identifier
- 238629/325007 / 020023861
- Language
- kor
- Description
학위논문(석사) - 한국과학기술원 : 금융공학전공, 2004.2, [ iv, 46 p. ]
- Keywords
조건부변동성; 주가수익률 변동성; 거시경제변수; MACROECONOMIC VARIABLES; IGARCH; STOCK MARKET VOLATILITY
- Appears in Collection
- KGSF-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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