시장 상황을 반영한 페어 트레이딩에 관한 연구A comparative study of pairs-trading for market regime
- Advisors
- 김경국researcher; Kyong-Kuk Kim
- Description
- 한국과학기술원 : 산업및시스템공학과,
- Publisher
- 한국과학기술원
- Issue Date
- 2011
- Identifier
- 482756/325007 / 020094158
- Language
- kor
- Description
학위논문(석사) - 한국과학기술원 : 산업및시스템공학과, 2011.8, [ v, 63 p. ]
- Keywords
페어트레이딩; 시장 상황; 공적분; Pairs-Trading; Market Regime; Co-integration; mean-reverting; 평균회귀
- Appears in Collection
- IE-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.