주가수익률 변동성과 거시경제변수 변동성의 관계 연구The macroeconomic determinants of stock market volatility
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | 전덕빈 | - |
| dc.contributor.advisor | Jun, Duk-Bin | - |
| dc.contributor.author | 최규권 | - |
| dc.contributor.author | Choi, Gyu-Kwon | - |
| dc.date.accessioned | 2011-12-26T08:38:48Z | - |
| dc.date.available | 2011-12-26T08:38:48Z | - |
| dc.date.issued | 2004 | - |
| dc.identifier.uri | http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=238629&flag=dissertation | - |
| dc.identifier.uri | http://hdl.handle.net/10203/52214 | - |
| dc.description | 학위논문(석사) - 한국과학기술원 : 금융공학전공, 2004.2, [ iv, 46 p. ] | - |
| dc.language | kor | - |
| dc.publisher | 한국과학기술원 | - |
| dc.subject | 조건부변동성 | - |
| dc.subject | 주가수익률 변동성 | - |
| dc.subject | 거시경제변수 | - |
| dc.subject | MACROECONOMIC VARIABLES | - |
| dc.subject | IGARCH | - |
| dc.subject | STOCK MARKET VOLATILITY | - |
| dc.title | 주가수익률 변동성과 거시경제변수 변동성의 관계 연구 | - |
| dc.title.alternative | The macroeconomic determinants of stock market volatility | - |
| dc.type | Thesis(Master) | - |
| dc.identifier.CNRN | 238629/325007 | - |
| dc.description.department | 한국과학기술원 : 금융공학전공, | - |
| dc.identifier.uid | 020023861 | - |
| dc.contributor.localauthor | 전덕빈 | - |
| dc.contributor.localauthor | Jun, Duk-Bin | - |
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