고빈도 데이터를 이용한 환율변동성 예측에 관한 실증분석An empirical study on forecasting exchange rate volatility with high frequency data
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | 변석준 | - |
| dc.contributor.advisor | Byun, Suk-Joon | - |
| dc.contributor.author | 나우식 | - |
| dc.contributor.author | Ra, Woo-Sik | - |
| dc.date.accessioned | 2011-12-26T08:40:37Z | - |
| dc.date.available | 2011-12-26T08:40:37Z | - |
| dc.date.issued | 2007 | - |
| dc.identifier.uri | http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=262143&flag=dissertation | - |
| dc.identifier.uri | http://hdl.handle.net/10203/52319 | - |
| dc.description | 학위논문(석사) - 한국과학기술원 : 금융공학전공, 2007.2, [ v, 43 p. ] | - |
| dc.language | kor | - |
| dc.publisher | 한국과학기술원 | - |
| dc.subject | 환율 변동성 예측 | - |
| dc.subject | 고빈도 데이터 | - |
| dc.subject | High Frequency Data | - |
| dc.subject | Forecasting Exchange Rate Volatility | - |
| dc.title | 고빈도 데이터를 이용한 환율변동성 예측에 관한 실증분석 | - |
| dc.title.alternative | An empirical study on forecasting exchange rate volatility with high frequency data | - |
| dc.type | Thesis(Master) | - |
| dc.identifier.CNRN | 262143/325007 | - |
| dc.description.department | 한국과학기술원 : 금융공학전공, | - |
| dc.identifier.uid | 020053737 | - |
| dc.contributor.localauthor | 변석준 | - |
| dc.contributor.localauthor | Byun, Suk-Joon | - |
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