시장 상황을 반영한 페어 트레이딩에 관한 연구A comparative study of pairs-trading for market regime
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | 김경국 | - |
| dc.contributor.advisor | Kyong-Kuk Kim | - |
| dc.contributor.author | 김현성 | - |
| dc.contributor.author | Hyun-Sung Kim | - |
| dc.date.accessioned | 2013-09-12T05:57:55Z | - |
| dc.date.available | 2013-09-12T05:57:55Z | - |
| dc.date.issued | 2011 | - |
| dc.identifier.uri | http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=482756&flag=dissertation | - |
| dc.identifier.uri | http://hdl.handle.net/10203/182505 | - |
| dc.description | 학위논문(석사) - 한국과학기술원 : 산업및시스템공학과, 2011.8, [ v, 63 p. ] | - |
| dc.language | kor | - |
| dc.publisher | 한국과학기술원 | - |
| dc.subject | 페어트레이딩 | - |
| dc.subject | 시장 상황 | - |
| dc.subject | 공적분 | - |
| dc.subject | Pairs-Trading | - |
| dc.subject | Market Regime | - |
| dc.subject | Co-integration | - |
| dc.subject | mean-reverting | - |
| dc.subject | 평균회귀 | - |
| dc.title | 시장 상황을 반영한 페어 트레이딩에 관한 연구 | - |
| dc.title.alternative | A comparative study of pairs-trading for market regime | - |
| dc.type | Thesis(Master) | - |
| dc.identifier.CNRN | 482756/325007 | - |
| dc.description.department | 한국과학기술원 : 산업및시스템공학과, | - |
| dc.identifier.uid | 020094158 | - |
| dc.contributor.localauthor | 김경국 | - |
| dc.contributor.localauthor | Kyong-Kuk Kim | - |
- Appears in Collection
- IE-Theses_Master(석사논문)
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