DC Field | Value | Language |
---|---|---|
dc.contributor.advisor | 김인준 | - |
dc.contributor.advisor | Kim, In-Joon | - |
dc.contributor.author | 김정근 | - |
dc.contributor.author | Kim, Jung-Keun | - |
dc.date.accessioned | 2011-12-26T08:37:46Z | - |
dc.date.available | 2011-12-26T08:37:46Z | - |
dc.date.issued | 2003 | - |
dc.identifier.uri | http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=181421&flag=dissertation | - |
dc.identifier.uri | http://hdl.handle.net/10203/52153 | - |
dc.description | 학위논문(석사) - 한국과학기술원 : 금융공학전공, 2003.2, [ vi, 56 p. ] | - |
dc.language | kor | - |
dc.publisher | 한국과학기술원 | - |
dc.subject | 거래량 | - |
dc.subject | 차익거래기회 | - |
dc.subject | 변동성 | - |
dc.subject | 미결제량 | - |
dc.subject | 주가지수선물시장 | - |
dc.subject | KOSPI 200 index futures | - |
dc.subject | trading volume | - |
dc.subject | arbitrage opportunity | - |
dc.subject | volatility | - |
dc.subject | open interst | - |
dc.title | KOSPI 200 주가지수 선물시장에서 미결제량, 차익거래기회, 변동성, 거래량간의 동적관계에 관한 실증분석 | - |
dc.title.alternative | dynamic relation among open interest, arbitrage opportunity, volatility, trading volume kospi 200 index futures : using VAR method | - |
dc.type | Thesis(Master) | - |
dc.identifier.CNRN | 181421/325007 | - |
dc.description.department | 한국과학기술원 : 금융공학전공, | - |
dc.identifier.uid | 020013706 | - |
dc.contributor.localauthor | 김인준 | - |
dc.contributor.localauthor | Kim, In-Joon | - |
dc.title.subtitle | 벡터 자기회귀분석기법을 사용함 | - |
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