소파동 분석을 이용한 주가지수선물과 주가지수의 가격발견기능에 관한 실증연구Empirical study of price discovery role of the stock index and stock index futures using wavelet analysis

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dc.contributor.advisor김동석-
dc.contributor.advisorKim, Tong-Suk-
dc.contributor.author김은아-
dc.contributor.authorKim, Eun-Ah-
dc.date.accessioned2011-12-27T01:36:38Z-
dc.date.available2011-12-27T01:36:38Z-
dc.date.issued2004-
dc.identifier.urihttp://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=238546&flag=dissertation-
dc.identifier.urihttp://hdl.handle.net/10203/52444-
dc.description학위논문(석사) - 한국과학기술원 : 경영공학전공, 2004.2, [ iv, 49 p. ]-
dc.languagekor-
dc.publisher한국과학기술원-
dc.subject가격발견기능-
dc.subject현물-
dc.subject선물-
dc.subject소파동 분석-
dc.subjectKOSPI 200-
dc.subjectKOSPI 200-
dc.subjectPRICE DISCOVERY-
dc.subjectSTOCK INDEX-
dc.subjectFUTURES-
dc.subjectWAVELET ANALYSIS-
dc.title소파동 분석을 이용한 주가지수선물과 주가지수의 가격발견기능에 관한 실증연구-
dc.title.alternativeEmpirical study of price discovery role of the stock index and stock index futures using wavelet analysis-
dc.typeThesis(Master)-
dc.identifier.CNRN238546/325007 -
dc.description.department한국과학기술원 : 경영공학전공, -
dc.identifier.uid020023128-
dc.contributor.localauthor김동석-
dc.contributor.localauthorKim, Tong-Suk-
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KGSM-Theses_Master(석사논문)
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