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코스피 지수와 외국 주가 지수 사이의 공적분 관계 추정 및 Causality 분석 : Cointegration and causality analysis between Kospi index and foreign stock indices
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- Authors
- Advisor
- 장우진
- Issue Date
- 2009
- Publisher
- 서울대학교 대학원
- Keywords
- unit root test ; 단위근 검정 ; cointegration ; 공적분 ; Granger Causality ; Granger causality
- Description
- 학위논문(석사) --서울대학교 대학원 :산업공학과, 2009.2.
- Language
- Korean
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000036837
https://hdl.handle.net/10371/11689
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