주가지수선물과 주가지수의 비선형 동적 관계 분석An empirical study on the nonlinear dynamic relationship between spot and futures prices
- Advisors
- 김인준researcher; Kim, In-Joonresearcher
- Description
- 한국과학기술원 : 경영공학전공,
- Publisher
- 한국과학기술원
- Issue Date
- 2002
- Identifier
- 173769/325007 / 020003238
- Language
- kor
- Description
학위논문(석사) - 한국과학기술원 : 경영공학전공, 2002.2, [ v, 54 p. ]
- Keywords
비선형 동적 관계; 마코프적 상태 변화; 마코프 전환 벡터균형수정 모형; 주가지수선물; stock index futures; nonlinear dynamics; Markovian regime shift; Markov-switching-vector-equilibrium-correction model
- Appears in Collection
- KGSM-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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