Detailed Information
Cited 0 time in 
Cited 0 time in 
Cited 0 time in
Metadata Downloads
추계적 변동성-점프 확산 모형에 기초한 원달러 현물환율 및 통화옵션시장의 동적 행태 분석
Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | 강병진 | - |
| dc.contributor.author | 백인석 | - |
| dc.date.available | 2018-05-10T08:50:43Z | - |
| dc.date.created | 2018-04-18 | - |
| dc.date.issued | 2011-02 | - |
| dc.identifier.issn | 1229-988X | - |
| dc.identifier.uri | http://scholarworks.bwise.kr/ssu/handle/2018.sw.ssu/13781 | - |
| dc.language | 한국어 | - |
| dc.language.iso | ko | - |
| dc.publisher | 한국파생상품학회 | - |
| dc.relation.isPartOf | 선물연구 | - |
| dc.title | 추계적 변동성-점프 확산 모형에 기초한 원달러 현물환율 및 통화옵션시장의 동적 행태 분석 | - |
| dc.title.alternative | The Dynamic Behavior of Foreign Exchange Rates with Stochastic Volatility and Jump Diffusion Models-Evidences from KRW/USD Spot and Option Markets | - |
| dc.type | Article | - |
| dc.type.rims | ART | - |
| dc.identifier.bibliographicCitation | 선물연구, v.19, no.1, pp.1 - 36 | - |
| dc.identifier.kciid | ART001528851 | - |
| dc.description.journalClass | 2 | - |
| dc.citation.endPage | 36 | - |
| dc.citation.number | 1 | - |
| dc.citation.startPage | 1 | - |
| dc.citation.title | 선물연구 | - |
| dc.citation.volume | 19 | - |
| dc.contributor.affiliatedAuthor | 강병진 | - |
| dc.identifier.url | https://www.kci.go.kr/kciportal/ci/sereArticleSearch/ciSereArtiView.kci?sereArticleSearchBean.artiId=ART001528851 | - |
| dc.description.isOpenAccess | N | - |
| dc.description.journalRegisteredClass | kci | - |
- Files in This Item
- Go to Link
- Appears in
Collections - College of Business Administration > School of Finance > 1. Journal Articles
Items in ScholarWorks are protected by copyright, with all rights reserved, unless otherwise indicated.
Related Researcher
- Kang, Byung Jin
- College of Business Administration (School of Finance)