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자료 필터
자료유형
발행연도
2018 ~ 2026
2018 2026
키워드
언어
전체 34건 중 31번부터 34번까지의 결과를 표시합니다.
2019
Article
Short Interest and Market Risk Premium: The Case of the Korean Market
- 천도현 ;
- 이도결 ;
- 조훈
- 2019-10
- 한국증권학회지
- 한국증권학회
Article
Crude oil price shocks and hedging performance: A comparison of volatility models
- Chun, Dohyun ;
- Cho, Hoon ;
- Kim, Jihun
- 2019-06
- Energy Economics
- ELSEVIER
Article
Forecasting the KOSPI200 spot volatility using various volatility measures
- Chun, Dohyun ;
- Cho, Hoon ;
- Ryu, Doojin
- 2019-01-15
- Physica A: Statistical Mechanics and its Applications
- ELSEVIER SCIENCE BV
2018
Article
Shrinkage Hedge Ratio with Stochastic Volatility Model: Application in KOSPI200 Index
- 천도현 ;
- 김병천 ;
- 김지훈
- 2018-03
- 통계연구