고빈도 데이터를 이용한 KOSPI200 선물 변동성 예측 모형에 관한 실증분석An empirical study on volatility forecasting model for KOSPI200 futures with high frequency data
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | 김동석 | - |
| dc.contributor.advisor | Kim, Tong-Suk | - |
| dc.contributor.author | 박성진 | - |
| dc.contributor.author | Park, Sung-Jin | - |
| dc.date.accessioned | 2013-09-12T02:28:16Z | - |
| dc.date.available | 2013-09-12T02:28:16Z | - |
| dc.date.issued | 2011 | - |
| dc.identifier.uri | http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=467545&flag=dissertation | - |
| dc.identifier.uri | http://hdl.handle.net/10203/181420 | - |
| dc.description | 학위논문(석사) - 한국과학기술원 : 금융전공, 2011.2, [ vii, 57 p. ] | - |
| dc.language | kor | - |
| dc.publisher | 한국과학기술원 | - |
| dc.subject | Volatility | - |
| dc.subject | High Frequency | - |
| dc.subject | KOSPI200 Futures | - |
| dc.subject | Mixed GARCH | - |
| dc.subject | 혼합 GARCH | - |
| dc.subject | 변동성 | - |
| dc.subject | 고빈도 | - |
| dc.subject | KOSPI200 선물 | - |
| dc.title | 고빈도 데이터를 이용한 KOSPI200 선물 변동성 예측 모형에 관한 실증분석 | - |
| dc.title.alternative | An empirical study on volatility forecasting model for KOSPI200 futures with high frequency data | - |
| dc.type | Thesis(Master) | - |
| dc.identifier.CNRN | 467545/325007 | - |
| dc.description.department | 한국과학기술원 : 금융전공, | - |
| dc.identifier.uid | 020093772 | - |
| dc.contributor.localauthor | 김동석 | - |
| dc.contributor.localauthor | Kim, Tong-Suk | - |
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