傳統的 回歸分析 模型과 誤差修正模型을 통한 헤지 比率 推定과 動的 헤징 戰略 : KOSPI 200 指數 先物, 現物을 對象으로A comparison of the performance between the classic regression model and the error correction model in estimation of hedge ratio and the dynamic hedging strategy : using KOSPI 200 index furures
- Advisors
- 김동석researcher; Kim, Tong-Sukresearcher
- Description
- 한국과학기술원 : 금융공학전공,
- Publisher
- 한국과학기술원
- Issue Date
- 2001
- Identifier
- 166545/325007 / 000993691
- Language
- kor
- Description
학위논문(석사) - 한국과학기술원 : 금융공학전공, 2001.2, [ viii, 51 p. ]
- Keywords
주가지수 선물; 전통적 회귀분석 모형; 오차수정모형; 동적헤징전략; 헤지비율 추정; 현물; KOSPI 200 index futures; classic regression model; error correction model; dynamic hedging strategy; estimation of hedge ratio
- Appears in Collection
- KGSF-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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