What are the regimes in the commodity market?은닉 마코브 모형을 통한 국제상품선물시장 분석
- Advisors
- Kim, Woo-Changresearcher; 김우창
- Description
- 한국과학기술원 : 산업및시스템공학과,
- Publisher
- 한국과학기술원
- Issue Date
- 2012
- Identifier
- 487375/325007 / 020103290
- Language
- eng
- Description
학위논문(석사) - 한국과학기술원 : 산업및시스템공학과, 2012.2, [ vi, 31 p. ]
- Keywords
Hidden Markov Model; Commodity futures market; 은닉 마코브 모형; 상품선물시장; Regime switching
- Appears in Collection
- IE-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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