Extreme Value를 고려한 개별주의식의 Value at Risk 측정

Author(s)
조윤성
Advisor
신진영
Department
일반대학원 경영학과
Publisher
The Graduate School, Ajou University
Publication Year
2001
Language
kor
URI
https://dspace.ajou.ac.kr/handle/2018.oak/14282
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Graduate School of Ajou University > Department of Business Administration > 3. Theses(Master)
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