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Efficiency of the Korean foreign exchange market : an application of time-varying parameter garch approach 韓國 外換市場의 效率性 : 技術的 去來利益에 대한 時間可變母數 garch 接近法의 應用
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | 민상기 | - |
| dc.contributor.author | 김근중 | - |
| dc.date.accessioned | 2010-02-04T01:17:52Z | - |
| dc.date.available | 2010-02-04T01:17:52Z | - |
| dc.date.copyright | 1996. | - |
| dc.date.issued | 1996 | - |
| dc.identifier.uri | http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000082135 | eng |
| dc.identifier.uri | https://hdl.handle.net/10371/49166 | - |
| dc.description | Thesis (doctoral)--서울대학교 대학원 :경영학과 경영학전공,1996. | en |
| dc.format.extent | v, 86 p. | en |
| dc.language.iso | en | en |
| dc.publisher | 서울대학교 대학원 | en |
| dc.subject | Market efficiency | en |
| dc.subject | 시장효율성 | en |
| dc.subject | Technical trading rule profit | en |
| dc.subject | 기술적거래규치이익 | en |
| dc.subject | Time-varying parpameter GARCH-M model | en |
| dc.subject | 시간가변모수 GARCH-M모형 | en |
| dc.subject | Time-varying risk premium | en |
| dc.subject | 시간가변 위험프리미엄 | en |
| dc.title | Efficiency of the Korean foreign exchange market : an application of time-varying parameter garch approach 韓國 外換市場의 效率性 : 技術的 去來利益에 대한 時間可變母數 garch 接近法의 應用 | en |
| dc.type | Thesis | - |
| dc.contributor.department | 경영학과 경영학전공 | - |
| dc.description.degree | Doctor | en |
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