학위논문(석사) - 한국과학기술원 : 금융공학전공, 2001.2, [ viii, 51 p. ]
주가지수 선물; 전통적 회귀분석 모형; 오차수정모형; 동적헤징전략; 헤지비율 추정; 현물; KOSPI 200 index futures; classic regression model; error correction model; dynamic hedging strategy; estimation of hedge ratio
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