KOSPI 200과 KOSDAQ 50 주가지수 선물시장의 효율성에 관한 실증연구An empirical study on the efficiency of KOSPI 200 and KODAQ 50 stock index futures markets
- Advisors
- 김인준researcher; Kim, In-Joonresearcher
- Description
- 한국과학기술원 : 금융공학전공,
- Publisher
- 한국과학기술원
- Issue Date
- 2003
- Identifier
- 181417/325007 / 020013694
- Language
- kor
- Description
학위논문(석사) - 한국과학기술원 : 금융공학전공, 2003.2, [ v, 45 p. ]
- Keywords
선물시장; Return; Variance Ratio; Stock Index; Efficiency; Futures; 수익률; 효율성; 주가지수; 분산비검정
- Appears in Collection
- KGSF-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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