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홍콩과 중국에 교차상장한 회사의 주가 동조화에 대한 실증연구 : Empirical study on the co-movements for cross-listed equities in Hong Kong and China
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- Authors
- Advisor
- 최혁
- Issue Date
- 2010
- Publisher
- 서울대학교 대학원
- Keywords
- 교차상장 ; Cross-listing ; 주가동조화 ; Stock price comovement ; 공적분 ; Cointegration ; VECM ; VECM ; 변동성전이효과 ; Volatility spillover effect ; GARCH ; GARCH
- Description
- 학위논문(석사) --서울대학교 대학원 :경영학과(재무관리전공),2010.2.
- Language
- Korean
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000032967
https://hdl.handle.net/10371/64412
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