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Correlation analysis of stock indices based on cointegration method
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- Authors
- Advisor
- 이상열
- Issue Date
- 2008
- Publisher
- 서울대학교 대학원
- Keywords
- 공적분검정 ; Stock indices ; 오차수정모형 ; Cointegration ; 주가지수 ; Error Correction Model
- Description
- Thesis(masters) --서울대학교 대학원 :통계학과,2008. 2
- Language
- English
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000040843
https://hdl.handle.net/10371/20798
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