A study on the relation between stock index return and volatility using high frequency data고빈도 주가지수의 수익률-변동성 관계에 관한 연구
- Advisors
- Lee, Hoe-Kyungresearcher; 이회경
- Description
- 한국과학기술원 : 경영공학전공,
- Publisher
- 한국과학기술원
- Issue Date
- 2008
- Identifier
- 488124/325007 / 020005251
- Language
- eng
- Description
학위논문(박사) - 한국과학기술원 : 경영공학전공, 2008.2, [ vi, 94 p. ]
- Keywords
high frequency data; risk-return relation; leverage effect; volatility feedback effect; 수익률-변동성; 고빈도자료; 부채효과; 변동성환류효과; 소파동; wavelet
- Appears in Collection
- KGSM-Theses_Ph.D.(박사논문)
- Files in This Item
- There are no files associated with this item.
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