KOSPI200 주가지수와 선물시장의 가격 변동성 선도-지연에 대한 연구An analysis of the price and volatility lead-lag relationship between KOSPI200 index and futures market
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | 김인준 | - |
| dc.contributor.advisor | Kim, In-Joon | - |
| dc.contributor.author | 박도준 | - |
| dc.contributor.author | Park, Do-Joon | - |
| dc.date.accessioned | 2011-12-26T08:37:35Z | - |
| dc.date.available | 2011-12-26T08:37:35Z | - |
| dc.date.issued | 2002 | - |
| dc.identifier.uri | http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=173860&flag=dissertation | - |
| dc.identifier.uri | http://hdl.handle.net/10203/52142 | - |
| dc.description | 학위논문(석사) - 한국과학기술원 : 금융공학전공, 2002.2, [ ii, 47 p. ] | - |
| dc.language | kor | - |
| dc.publisher | 한국과학기술원 | - |
| dc.subject | 변동성 선도지연 | - |
| dc.subject | 가격 선도지연 | - |
| dc.subject | volatility Lead-Lag | - |
| dc.subject | Price Lead-Lag | - |
| dc.title | KOSPI200 주가지수와 선물시장의 가격 변동성 선도-지연에 대한 연구 | - |
| dc.title.alternative | An analysis of the price and volatility lead-lag relationship between KOSPI200 index and futures market | - |
| dc.type | Thesis(Master) | - |
| dc.identifier.CNRN | 173860/325007 | - |
| dc.description.department | 한국과학기술원 : 금융공학전공, | - |
| dc.identifier.uid | 020003678 | - |
| dc.contributor.localauthor | 김인준 | - |
| dc.contributor.localauthor | Kim, In-Joon | - |
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