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벡터오차수정모형을 이용한 외국인의 국채선물 투자 분석 : The VECM Analysis of Foreign Investors' Position In KTB Futures Market

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Authors

김민규

Advisor
장우진
Major
산업공학과
Issue Date
2011-02
Publisher
서울대학교 대학원
Keywords
벡터자기회귀모형벡터오차수정모형국채선물통화스왑금리스왑VARVECMKTB FuturesCRSIRS
Description
학위논문 (석사)-- 서울대학교 대학원 : 산업공학과, 2011.2. 장우진.
Language
kor
URI
https://hdl.handle.net/10371/157844

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