ScholarWorks@Hanyang University: Kim, Myung Jig

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Kim, Myung Jig (김명직)

COLLEGE OF ECONOMICS AND FINANCE (SCHOOL OF ECONOMICS & FINANCE)

Research Area: 시계열분석, 재무계량, 금융IT

Tel 02-2220-1034
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J Curve:2||Keywords : Benchmark:2||Principal Component Analysis:2||Public Market Equivalent (PME ):2||Venture Capita:2||Internal Rate of Return (IRR ):2||Expected Return:2||Bond Expected Returns:1||Bond Portfolio:1||Complex Financial Crisis:1||Composite Ratings:1||Costatrisk:1||Credit Conversion Factor (CCF):1||DieboldMariano Test:1||DieboldMariano 검정:1||Downturn LGD:1||Downturn Risk Parameters:1||Dynamic NelsonSiegel Model:1||Dynamic NelsonSiegel model:1||Dynamic NelsonSiegel 모형:1||Early Warning System:1||Emerging Market Financial Stress Index:1||Event Study:1||Exposure at Default (EAD):1||FamaFrench factors:1||GARCH:1||Heteroscedasticity:1||Information Signaling Hypothesis:1||Iterative GMM estimation:1||Jump Risk:1||KOSDAQ Markets:1||Key Risk Indicators (KRI):1||Latent Factor:1||Liquidity Enhancement Hypothesis:1||Markov Switching GARCH Model:1||Markov Switching Multifractal Model:1||MeanVariance Optimization:1||MincerZarnowitz Regression:1||MincerZarnowitz 회귀분석:1||NoPar Share System:1||Operational Risk:1||Operational Risk Types:1||Policy Rate:1||Potential LGD:1||Risk Category:1||Risk Index:1||Risk and return:1||Sharpe Ratio:1||Signals Approach:1||SingleFactor Model:1||Singlefactor Model:1||Sovereign debt strategy:1||Stock Split:1||Stress Tests:1||Systematic Risk:1||Term structure models of interest rates:1||Venture investment:1||Volatility Forecasting:1||Yield Forecasts:1||국면전환 GARCH 모형:1||금리 예측:1||마코프전환 멀티프랙탈 모형:1||무액면주식제도:1||배당여력 정보효과:1||변동성 예측:1||복합금융위기:1||사건연구:1||샤프 비율:1||신호접근법:1||신흥시장 금융스트레스지수(EMFSI):1||예상된 글로벌 충격:1||유동성 증대효과:1||정책금리:1||조기경보시스템:1||주식분할:1||주요인분석:1||채권 기대투자수익률:1||채권포트폴리오:1||Advanced Measurement Approach (AMA):1||평균분산 최적화:1||AdvancedIRB Approach:1||Affineclass model:1||Anticipated Global Shock:1||Arbitragefree restriction:1||Basel II:1||Best Estimate of Expected Loss:1||

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