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거시경제 변수와 주가 간 관계 실증분석 및 예측 : VECM 적용
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- Authors
- Advisor
- 김영식
- Issue Date
- 2011
- Publisher
- 서울대학교 대학원
- Keywords
- 거시경제변수 ; macroeconomic variables ; 주가지수 ; stock price index ; 벡터오차수정모형(VECM) ; VECM ; 공적분 ; cointegration ; 분산분해 ; variance decomposition ; 산업별 분석 ; industrial analysis ; 표본 외 예측 ; out of sample forecasting
- Description
- 학위논문(석사) --서울대학교 대학원 :경제학부,2011.2.
- Language
- Korean
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000029421
https://hdl.handle.net/10371/73795
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