DC Field | Value | Language |
---|---|---|
dc.contributor.advisor | 김동석 | - |
dc.contributor.advisor | Kim, Tong-Suk | - |
dc.contributor.author | 최창수 | - |
dc.contributor.author | Choi, Chang-Su | - |
dc.date.accessioned | 2011-12-27T04:49:39Z | - |
dc.date.available | 2011-12-27T04:49:39Z | - |
dc.date.issued | 1999 | - |
dc.identifier.uri | http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=151312&flag=dissertation | - |
dc.identifier.uri | http://hdl.handle.net/10203/54206 | - |
dc.description | 학위논문(석사) - 한국과학기술원 : 테크노경영대학원, 1999.2, [ v, 66 p. ] | - |
dc.language | kor | - |
dc.publisher | 한국과학기술원 | - |
dc.subject | 위험관리 | - |
dc.subject | 변동성 | - |
dc.subject | 위험 | - |
dc.subject | 위험가치 | - |
dc.subject | VAR | - |
dc.subject | Volatility | - |
dc.subject | Fat-tail | - |
dc.subject | Risk management | - |
dc.subject | Risk | - |
dc.title | VAR 측정의 정확성에 대한 연구 | - |
dc.title.alternative | (A) empirical study on accuracy of VAR estimation : with a view to volatility and fat tail problem | - |
dc.type | Thesis(Master) | - |
dc.identifier.CNRN | 151312/325007 | - |
dc.description.department | 한국과학기술원 : 테크노경영대학원, | - |
dc.identifier.uid | 000973710 | - |
dc.contributor.localauthor | 김동석 | - |
dc.contributor.localauthor | Kim, Tong-Suk | - |
dc.title.subtitle | volatility와 fat tail 문제를 중심으로 | - |
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