25 research outputs found

    KOSPI200 ์ฃผ๊ฐ€์ง€์ˆ˜ ์„ ๋ฌผ์— ๋Œ€ํ•œ Value-at-Risk ์ถ”์ • ๋ฐฉ๋ฒ• ๋น„๊ต

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    ํ•™์œ„๋…ผ๋ฌธ(์„์‚ฌ)--์„œ์šธ๋Œ€ํ•™๊ต ๋Œ€ํ•™์› :์‚ฐ์—…๊ณตํ•™๊ณผ,2007.Maste
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