주가지수선물과 주가지수의 비선형 동적 관계 분석 = An empirical study on the nonlinear dynamic relationship between spot and futures prices

Advisors
김인준researcherKim, In-Joonresearcher
Publisher
한국과학기술원
Issue Date
2002
Identifier
173769/325007 / 020003238
Language
kor
Description

학위논문(석사) - 한국과학기술원 : 경영공학전공, 2002.2, [ v, 54 p. ]

Keywords

비선형 동적 관계; 마코프적 상태 변화; 마코프 전환 벡터균형수정 모형; 주가지수선물; stock index futures; nonlinear dynamics; Markovian regime shift; Markov-switching-vector-equilibrium-correction model

URI
http://hdl.handle.net/10203/53694
Link
http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=173769&flag=t
Appears in Collection
KGSM-Theses_Master(석사논문)
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