SHERP

Volatility and volume in the foreign exchange market 外換市場에서의 變動性과 去來量

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Authors
황준영
Advisor
민상기
Issue Date
1995
Publisher
서울대학교 대학원
Keywords
Price Volatility Volume가격변동성Market Microstructure거래량Intraday시장미시구조Markov Switching Model일중 자료GARCH
Description
Thesis (doctoral)--서울대학교 대학원 :경영학과 경영학전공,1995.
Language
English
URI
http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000085615

http://hdl.handle.net/10371/49167
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College of Business Administration/Business School (경영대학/대학원)Dept. of Business Administration (경영학과)Theses (Ph.D. / Sc.D._경영학과)
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