주식시장의 정보전달 방향성에 관한 실증 연구 : 한국과 미국 주식시장을 중심으로A study on the information transmissions of stock markets : based on the Korean stock markets and the U.S. stock markets

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dc.contributor.advisor김동석-
dc.contributor.advisorKim, Tong-Suk-
dc.contributor.author전종인-
dc.contributor.authorJeon, Jong-In-
dc.date.accessioned2011-12-26T08:37:02Z-
dc.date.available2011-12-26T08:37:02Z-
dc.date.issued2002-
dc.identifier.urihttp://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=173828&flag=dissertation-
dc.identifier.urihttp://hdl.handle.net/10203/52110-
dc.description학위논문(석사) - 한국과학기술원 : 금융공학전공, 2002.2, [ iii, 36 p. ]-
dc.languagekor-
dc.publisher한국과학기술원-
dc.subject분산분해-
dc.subject충격반응-
dc.subject그랜저 인과관계-
dc.subject정보전달-
dc.subjectVAR-
dc.subjectVAR-
dc.subjectvariance decomposition-
dc.subjectimpulse responses-
dc.subjectGranger causality-
dc.subjectInformation Transmissions-
dc.title주식시장의 정보전달 방향성에 관한 실증 연구-
dc.title.alternativeA study on the information transmissions of stock markets : based on the Korean stock markets and the U.S. stock markets-
dc.typeThesis(Master)-
dc.identifier.CNRN173828/325007-
dc.description.department한국과학기술원 : 금융공학전공, -
dc.identifier.uid020003757-
dc.contributor.localauthor김동석-
dc.contributor.localauthorKim, Tong-Suk-
dc.title.subtitle한국과 미국 주식시장을 중심으로-
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KGSF-Theses_Master(석사논문)
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