KOSPI200 현 선물간 최적헤지비율의 추정과 헤지성과An empirical study on optimal hedge ratio estimation and hedging effectiveness in kospi200 spot and futures
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | 이회경 | - |
| dc.contributor.advisor | Lee, Hoe-Kyung | - |
| dc.contributor.author | 김성은 | - |
| dc.contributor.author | Kim, Sung-Eun | - |
| dc.date.accessioned | 2013-09-12T04:52:34Z | - |
| dc.date.available | 2013-09-12T04:52:34Z | - |
| dc.date.issued | 2012 | - |
| dc.identifier.uri | http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=488858&flag=dissertation | - |
| dc.identifier.uri | http://hdl.handle.net/10203/182186 | - |
| dc.description | 학위논문(석사) - 한국과학기술원 : 경영공학과, 2012.2, [ v, 40 p. ] | - |
| dc.language | kor | - |
| dc.publisher | 한국과학기술원 | - |
| dc.subject | 헤지성과 | - |
| dc.subject | KOSPI200 선물 | - |
| dc.subject | 일반화 자기회귀 조건부 이분산 모형 | - |
| dc.subject | 조건부 분산 | - |
| dc.subject | KOSPI200 futures | - |
| dc.subject | Hedge effectiveness | - |
| dc.subject | GARCH | - |
| dc.subject | Conditional variance | - |
| dc.subject | Rolling regression | - |
| dc.subject | 반복적 회귀분석 | - |
| dc.title | KOSPI200 현 선물간 최적헤지비율의 추정과 헤지성과 | - |
| dc.title.alternative | An empirical study on optimal hedge ratio estimation and hedging effectiveness in kospi200 spot and futures | - |
| dc.type | Thesis(Master) | - |
| dc.identifier.CNRN | 488858/325007 | - |
| dc.description.department | 한국과학기술원 : 경영공학과, | - |
| dc.identifier.uid | 020103119 | - |
| dc.contributor.localauthor | 이회경 | - |
| dc.contributor.localauthor | Lee, Hoe-Kyung | - |
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