부분공적분 관계에 기반한 헷징성과분석 : KOSPI 200 지수 선물을 중심으로Presence of fractional cointegration and hedging performance of KOSPI 200 index futures
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | 김동석 | - |
| dc.contributor.advisor | Kim, Tong-Suk | - |
| dc.contributor.author | 이승창 | - |
| dc.contributor.author | Lee, Seung-Changl | - |
| dc.date.accessioned | 2011-12-27T02:03:28Z | - |
| dc.date.available | 2011-12-27T02:03:28Z | - |
| dc.date.issued | 2000 | - |
| dc.identifier.uri | http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=158316&flag=dissertation | - |
| dc.identifier.uri | http://hdl.handle.net/10203/53036 | - |
| dc.description | 학위논문(석사) - 한국과학기술원 : 경영공학전공, 2000.2, [ 51 p. ] | - |
| dc.language | kor | - |
| dc.publisher | 한국과학기술원 | - |
| dc.subject | 선물 | - |
| dc.subject | KOPSI200 | - |
| dc.subject | 헷징 | - |
| dc.subject | 부분공적분 | - |
| dc.subject | 장기적 기억 | - |
| dc.subject | Long memory | - |
| dc.subject | Futures | - |
| dc.subject | KOSPI200 | - |
| dc.subject | Hedging | - |
| dc.subject | Fractional cointegration | - |
| dc.title | 부분공적분 관계에 기반한 헷징성과분석 | - |
| dc.title.alternative | Presence of fractional cointegration and hedging performance of KOSPI 200 index futures | - |
| dc.type | Thesis(Master) | - |
| dc.identifier.CNRN | 158316/325007 | - |
| dc.description.department | 한국과학기술원 : 경영공학전공, | - |
| dc.identifier.uid | 000983425 | - |
| dc.contributor.localauthor | 김동석 | - |
| dc.contributor.localauthor | Kim, Tong-Suk | - |
| dc.title.subtitle | KOSPI 200 지수 선물을 중심으로 | - |
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- KGSM-Theses_Master(석사논문)
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