주가지수선물과 주가지수의 비선형 동적 관계 분석An empirical study on the nonlinear dynamic relationship between spot and futures prices
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | 김인준 | - |
| dc.contributor.advisor | Kim, In-Joon | - |
| dc.contributor.author | 서영균 | - |
| dc.contributor.author | Seo, Young-Gyun | - |
| dc.date.accessioned | 2011-12-27T04:38:59Z | - |
| dc.date.available | 2011-12-27T04:38:59Z | - |
| dc.date.issued | 2002 | - |
| dc.identifier.uri | http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=173769&flag=dissertation | - |
| dc.identifier.uri | http://hdl.handle.net/10203/53694 | - |
| dc.description | 학위논문(석사) - 한국과학기술원 : 경영공학전공, 2002.2, [ v, 54 p. ] | - |
| dc.language | kor | - |
| dc.publisher | 한국과학기술원 | - |
| dc.subject | 비선형 동적 관계 | - |
| dc.subject | 마코프적 상태 변화 | - |
| dc.subject | 마코프 전환 벡터균형수정 모형 | - |
| dc.subject | 주가지수선물 | - |
| dc.subject | stock index futures | - |
| dc.subject | nonlinear dynamics | - |
| dc.subject | Markovian regime shift | - |
| dc.subject | Markov-switching-vector-equilibrium-correction model | - |
| dc.title | 주가지수선물과 주가지수의 비선형 동적 관계 분석 | - |
| dc.title.alternative | An empirical study on the nonlinear dynamic relationship between spot and futures prices | - |
| dc.type | Thesis(Master) | - |
| dc.identifier.CNRN | 173769/325007 | - |
| dc.description.department | 한국과학기술원 : 경영공학전공, | - |
| dc.identifier.uid | 020003238 | - |
| dc.contributor.localauthor | 김인준 | - |
| dc.contributor.localauthor | Kim, In-Joon | - |
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