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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
정재헌
Advisor
장우진
Issue Date
2009
Publisher
서울대학교 대학원
Keywords
unit root test단위근 검정cointegration공적분Granger CausalityGranger causality
Description
학위논문(석사) --서울대학교 대학원 :산업공학과, 2009.2.
Language
Korean
URI
http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000036837

http://hdl.handle.net/10371/11689
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College of Engineering/Engineering Practice School (공과대학/대학원)Dept. of Industrial Engineering (산업공학과)Theses (Master's Degree_산업공학과)
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