주식시장의 정보전달 방향성에 관한 실증 연구 : 한국과 미국 주식시장을 중심으로A study on the information transmissions of stock markets : based on the Korean stock markets and the U.S. stock markets
- Advisors
- 김동석researcher; Kim, Tong-Sukresearcher
- Description
- 한국과학기술원 : 금융공학전공,
- Publisher
- 한국과학기술원
- Issue Date
- 2002
- Identifier
- 173828/325007 / 020003757
- Language
- kor
- Description
학위논문(석사) - 한국과학기술원 : 금융공학전공, 2002.2, [ iii, 36 p. ]
- Keywords
분산분해; 충격반응; 그랜저 인과관계; 정보전달; VAR; VAR; variance decomposition; impulse responses; Granger causality; Information Transmissions
- Appears in Collection
- KGSF-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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