KOSPI200 주가지수와 선물시장의 가격 변동성 선도-지연에 대한 연구An analysis of the price and volatility lead-lag relationship between KOSPI200 index and futures market
- Advisors
- 김인준researcher; Kim, In-Joonresearcher
- Description
- 한국과학기술원 : 금융공학전공,
- Publisher
- 한국과학기술원
- Issue Date
- 2002
- Identifier
- 173860/325007 / 020003678
- Language
- kor
- Description
학위논문(석사) - 한국과학기술원 : 금융공학전공, 2002.2, [ ii, 47 p. ]
- Keywords
변동성 선도지연; 가격 선도지연; volatility Lead-Lag; Price Lead-Lag
- Appears in Collection
- KGSF-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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