학위논문(석사) - 한국과학기술원 : 금융공학프로그램, 2020.8,[iii, 38 p. :]
일중 모멘텀▼a고빈도거래▼a횡단면 회귀분석▼a상장지수펀드▼a실현변동성▼aAmihud 측도; Intraday Momentum▼aHigh Frequency Trading▼aCross-Sectional Regression▼aExchange Traded Fund▼aRealized Volatility▼aAmihud Illiquidity Measure
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.