KOSPI 200 주가지수 선물시장에서 미결제량, 차익거래기회, 변동성, 거래량간의 동적관계에 관한 실증분석 : 벡터 자기회귀분석기법을 사용함dynamic relation among open interest, arbitrage opportunity, volatility, trading volume kospi 200 index futures : using VAR method
- Advisors
- 김인준researcher; Kim, In-Joonresearcher
- Description
- 한국과학기술원 : 금융공학전공,
- Publisher
- 한국과학기술원
- Issue Date
- 2003
- Identifier
- 181421/325007 / 020013706
- Language
- kor
- Description
학위논문(석사) - 한국과학기술원 : 금융공학전공, 2003.2, [ vi, 56 p. ]
- Keywords
거래량; 차익거래기회; 변동성; 미결제량; 주가지수선물시장; KOSPI 200 index futures; trading volume; arbitrage opportunity; volatility; open interst
- Appears in Collection
- KGSF-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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