부분공적분 관계에 기반한 헷징성과분석 : KOSPI 200 지수 선물을 중심으로Presence of fractional cointegration and hedging performance of KOSPI 200 index futures
- Advisors
- 김동석researcher; Kim, Tong-Sukresearcher
- Description
- 한국과학기술원 : 경영공학전공,
- Publisher
- 한국과학기술원
- Issue Date
- 2000
- Identifier
- 158316/325007 / 000983425
- Language
- kor
- Description
학위논문(석사) - 한국과학기술원 : 경영공학전공, 2000.2, [ 51 p. ]
- Keywords
선물; KOPSI200; 헷징; 부분공적분; 장기적 기억; Long memory; Futures; KOSPI200; Hedging; Fractional cointegration
- Appears in Collection
- KGSM-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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