상해주식시장에서 한국주식시장으로 변동성 전이 효과Volatility spillover effect from the shanghai stock market to the korean stock market
- Advisors
- 성태윤; Sung, Tae-Yoon
- Description
- 한국과학기술원 : 경영공학전공,
- Publisher
- 한국과학기술원
- Issue Date
- 2007
- Identifier
- 268901/325007 / 020033576
- Language
- kor
- Description
학위논문(석사) - 한국과학기술원 : 경영공학전공, 2007. 8, [ iv, 27 p. ]
- Keywords
Volatility; Spillover; stock market; GARCH; 변동성 전이; 한국주식시장; 상해주식시장
- Appears in Collection
- KGSM-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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