KOSPI 200 지수 베이시스의 행태에 대한 실증연구An empirical study on the behavior of the KOSPI 200 index basis changes
- Advisors
- 김인준researcher; Kim, In-Joonresearcher
- Description
- 한국과학기술원 : 금융공학전공,
- Publisher
- 한국과학기술원
- Issue Date
- 2002
- Identifier
- 173847/325007 / 020003730
- Language
- kor
- Description
학위논문(석사) - 한국과학기술원 : 금융공학전공, 2002.2, [ iv, 45 p. ]
- Keywords
KOSPI 200 선물지수; KOSPI 200 현물지수; 자기상관; 베이시스; 지수합성 효과; Index Aggregation Effect; KOSPI 200 Futures Index; KOSPI 200 Stock Index; Autocorrelation; Basis
- Appears in Collection
- KGSF-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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