고빈도 데이터를 이용한 KOSPI200 선물 변동성 예측 모형에 관한 실증분석An empirical study on volatility forecasting model for KOSPI200 futures with high frequency data
- Advisors
- 김동석researcher; Kim, Tong-Sukresearcher
- Description
- 한국과학기술원 : 금융전공,
- Publisher
- 한국과학기술원
- Issue Date
- 2011
- Identifier
- 467545/325007 / 020093772
- Language
- kor
- Description
학위논문(석사) - 한국과학기술원 : 금융전공, 2011.2, [ vii, 57 p. ]
- Keywords
Volatility; High Frequency; KOSPI200 Futures; Mixed GARCH; 혼합 GARCH; 변동성; 고빈도; KOSPI200 선물
- Appears in Collection
- KGSF-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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