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거시경제 변수와 주가 간 관계 실증분석 및 예측
Empirical study and forecasting on relationship between macroeconomic variables and the stock price index : VECM application
- Issue Date
- 2011-02
- Publisher
- 서울대학교 대학원
- Keywords
- 거시경제변수 ; 주가지수 ; 벡터오차수정모형(VECM) ; 공적분 ; 분산분해 ; 산업별 분석 ; 표본 외 예측 ; macroeconomic variables ; stock price index ; VECM ; cointegration ; variance decomposition ; industrial analysis ; out of sample forecasting
- Description
- 학위논문 (석사)-- 서울대학교 대학원 : 경제학부, 2011.2. 김영식.
- Language
- kor
- URI
- https://hdl.handle.net/10371/157045
http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000029421
- Files in This Item: There are no files associated with this item.
- Appears in Collections:
- College of Social Sciences (사회과학대학)Dept. of Economics (경제학부)Theses (Master's Degree_경제학부)
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