소파동 분석을 이용한 주가지수선물과 주가지수의 가격발견기능에 관한 실증연구Empirical study of price discovery role of the stock index and stock index futures using wavelet analysis
- Advisors
- 김동석researcher; Kim, Tong-Sukresearcher
- Description
- 한국과학기술원 : 경영공학전공,
- Publisher
- 한국과학기술원
- Issue Date
- 2004
- Identifier
- 238546/325007 / 020023128
- Language
- kor
- Description
학위논문(석사) - 한국과학기술원 : 경영공학전공, 2004.2, [ iv, 49 p. ]
- Keywords
가격발견기능; 현물; 선물; 소파동 분석; KOSPI 200; KOSPI 200; PRICE DISCOVERY; STOCK INDEX; FUTURES; WAVELET ANALYSIS
- Appears in Collection
- KGSM-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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