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College of Business(경영대학)Graduate School of Management((구)테크노경영대학원)KGSM-Theses_Master(석사논문)

주가 수익률 변동성의 장기적 종속성에 관한 실증연구 : KOSPI200을 중심으로Long memory in volatility of Korean stock market returns : an empirical study with KOSPI200

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이지현 / Lee, Ji-Hyun
Advisors
문송천researcher; 이회경researcher; Moon, Song-Chunresearcher; Lee, Hoe-Kyungresearcher
Description
한국과학기술원 : 경영공학전공,
Publisher
한국과학기술원
Issue Date
2000
Identifier
158323/325007 / 000983459
Language
kor
Description

학위논문(석사) - 한국과학기술원 : 경영공학전공, 2000.2, [ iv, 41 p. ]

Keywords

변동성; 주가; Long memory; FIGARCH; Volatility; Stock; KOSPI200; 장기기억; 장기적 종속성

URI
http://hdl.handle.net/10203/53043
Link
http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=158323&flag=dissertation
Appears in Collection
KGSM-Theses_Master(석사논문)
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