주가 수익률 변동성의 장기적 종속성에 관한 실증연구 : KOSPI200을 중심으로Long memory in volatility of Korean stock market returns : an empirical study with KOSPI200
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | 문송천 | - |
| dc.contributor.advisor | 이회경 | - |
| dc.contributor.advisor | Moon, Song-Chun | - |
| dc.contributor.advisor | Lee, Hoe-Kyung | - |
| dc.contributor.author | 이지현 | - |
| dc.contributor.author | Lee, Ji-Hyun | - |
| dc.date.accessioned | 2011-12-27T02:03:35Z | - |
| dc.date.available | 2011-12-27T02:03:35Z | - |
| dc.date.issued | 2000 | - |
| dc.identifier.uri | http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=158323&flag=dissertation | - |
| dc.identifier.uri | http://hdl.handle.net/10203/53043 | - |
| dc.description | 학위논문(석사) - 한국과학기술원 : 경영공학전공, 2000.2, [ iv, 41 p. ] | - |
| dc.language | kor | - |
| dc.publisher | 한국과학기술원 | - |
| dc.subject | 변동성 | - |
| dc.subject | 주가 | - |
| dc.subject | Long memory | - |
| dc.subject | FIGARCH | - |
| dc.subject | Volatility | - |
| dc.subject | Stock | - |
| dc.subject | KOSPI200 | - |
| dc.subject | 장기기억 | - |
| dc.subject | 장기적 종속성 | - |
| dc.title | 주가 수익률 변동성의 장기적 종속성에 관한 실증연구 | - |
| dc.title.alternative | Long memory in volatility of Korean stock market returns : an empirical study with KOSPI200 | - |
| dc.type | Thesis(Master) | - |
| dc.identifier.CNRN | 158323/325007 | - |
| dc.description.department | 한국과학기술원 : 경영공학전공, | - |
| dc.identifier.uid | 000983459 | - |
| dc.contributor.localauthor | 문송천 | - |
| dc.contributor.localauthor | 이회경 | - |
| dc.contributor.localauthor | Moon, Song-Chun | - |
| dc.contributor.localauthor | Lee, Hoe-Kyung | - |
| dc.title.subtitle | KOSPI200을 중심으로 | - |
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- KGSM-Theses_Master(석사논문)
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