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Efficiency of the Korean foreign exchange market : an application of time-varying parameter garch approach 韓國 外換市場의 效率性 : 技術的 去來利益에 대한 時間可變母數 garch 接近法의 應用
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- Authors
- Advisor
- 민상기
- Issue Date
- 1996
- Publisher
- 서울대학교 대학원
- Keywords
- Market efficiency ; 시장효율성 ; Technical trading rule profit ; 기술적거래규치이익 ; Time-varying parpameter GARCH-M model ; 시간가변모수 GARCH-M모형 ; Time-varying risk premium ; 시간가변 위험프리미엄
- Description
- Thesis (doctoral)--서울대학교 대학원 :경영학과 경영학전공,1996.
- Language
- English
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000082135
https://hdl.handle.net/10371/49166
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