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
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | 김동석 | - |
| dc.contributor.advisor | Kim, Tong-Suk | - |
| dc.contributor.author | 안병국 | - |
| dc.contributor.author | Ahn, Byung-Kuk | - |
| dc.date.accessioned | 2011-12-26T08:36:58Z | - |
| dc.date.available | 2011-12-26T08:36:58Z | - |
| dc.date.issued | 2001 | - |
| dc.identifier.uri | http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=166545&flag=dissertation | - |
| dc.identifier.uri | http://hdl.handle.net/10203/52106 | - |
| dc.description | 학위논문(석사) - 한국과학기술원 : 금융공학전공, 2001.2, [ viii, 51 p. ] | - |
| dc.language | kor | - |
| dc.publisher | 한국과학기술원 | - |
| dc.subject | 주가지수 선물 | - |
| dc.subject | 전통적 회귀분석 모형 | - |
| dc.subject | 오차수정모형 | - |
| dc.subject | 동적헤징전략 | - |
| dc.subject | 헤지비율 추정 | - |
| dc.subject | 현물 | - |
| dc.subject | KOSPI 200 index futures | - |
| dc.subject | classic regression model | - |
| dc.subject | error correction model | - |
| dc.subject | dynamic hedging strategy | - |
| dc.subject | estimation of hedge ratio | - |
| dc.title | 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 | - |
| dc.title.alternative | A 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 | - |
| dc.type | Thesis(Master) | - |
| dc.identifier.CNRN | 166545/325007 | - |
| dc.description.department | 한국과학기술원 : 금융공학전공, | - |
| dc.identifier.uid | 000993691 | - |
| dc.contributor.localauthor | 김동석 | - |
| dc.contributor.localauthor | Kim, Tong-Suk | - |
| dc.title.subtitle | KOSPI 200 指數 先物, 現物을 對象으로 | - |
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- KGSF-Theses_Master(석사논문)
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