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

DC Field Value Language
dc.contributor.advisor민상기-
dc.contributor.author황준영-
dc.date.accessioned2010-02-04T01:17:55Z-
dc.date.available2010-02-04T01:17:55Z-
dc.date.copyright1995.-
dc.date.issued1995-
dc.identifier.urihttp://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000085615eng
dc.identifier.urihttps://hdl.handle.net/10371/49167-
dc.descriptionThesis (doctoral)--서울대학교 대학원 :경영학과 경영학전공,1995.en
dc.format.extentv, 87 p.en
dc.language.isoenen
dc.publisher서울대학교 대학원en
dc.subjectPrice Volatility Volumeen
dc.subject가격변동성en
dc.subjectMarket Microstructureen
dc.subject거래량en
dc.subjectIntradayen
dc.subject시장미시구조en
dc.subjectMarkov Switching Modelen
dc.subject일중 자료en
dc.subjectGARCHen
dc.titleVolatility and volume in the foreign exchange market 外換市場에서의 變動性과 去來量en
dc.typeThesis-
dc.contributor.department경영학과 경영학전공-
dc.description.degreeDoctoren
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