주가지수 현물시장과 선물시장의 LEAD-LAG 관계에 대한 연구An analysis of the lead-lag relationship between the cash market and stock index futures market
- Advisors
- 이인무; Lee, In-Moo
- Description
- 한국과학기술원 : 금융공학전공,
- Publisher
- 한국과학기술원
- Issue Date
- 2000
- Identifier
- 158463/325007 / 000983694
- Language
- kor
- Description
학위논문(석사) - 한국과학기술원 : 금융공학전공, 2000.2, [ iii, 53 p. ]
- Keywords
가격발견; 불빈번 거래; 공적분; 선도-후행; 오차수정; Error correction; Price discovery; Infrequent trading; Cointegration; 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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