A study on the relation between stock index return and volatility using high frequency data고빈도 주가지수의 수익률-변동성 관계에 관한 연구
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | Lee, Hoe-Kyung | - |
| dc.contributor.advisor | 이회경 | - |
| dc.contributor.author | Lee, Ji-Hyun | - |
| dc.contributor.author | 이지현 | - |
| dc.date.accessioned | 2013-09-12T02:30:59Z | - |
| dc.date.available | 2013-09-12T02:30:59Z | - |
| dc.date.issued | 2008 | - |
| dc.identifier.uri | http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=488124&flag=dissertation | - |
| dc.identifier.uri | http://hdl.handle.net/10203/181519 | - |
| dc.description | 학위논문(박사) - 한국과학기술원 : 경영공학전공, 2008.2, [ vi, 94 p. ] | - |
| dc.language | eng | - |
| dc.publisher | 한국과학기술원 | - |
| dc.subject | high frequency data | - |
| dc.subject | risk-return relation | - |
| dc.subject | leverage effect | - |
| dc.subject | volatility feedback effect | - |
| dc.subject | 수익률-변동성 | - |
| dc.subject | 고빈도자료 | - |
| dc.subject | 부채효과 | - |
| dc.subject | 변동성환류효과 | - |
| dc.subject | 소파동 | - |
| dc.subject | wavelet | - |
| dc.title | A study on the relation between stock index return and volatility using high frequency data | - |
| dc.title.alternative | 고빈도 주가지수의 수익률-변동성 관계에 관한 연구 | - |
| dc.type | Thesis(Ph.D) | - |
| dc.identifier.CNRN | 488124/325007 | - |
| dc.description.department | 한국과학기술원 : 경영공학전공, | - |
| dc.identifier.uid | 020005251 | - |
| dc.contributor.localauthor | Lee, Hoe-Kyung | - |
| dc.contributor.localauthor | 이회경 | - |
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