시계열 모형을 이용한 헤지 비율 추정과 헤징 효율성 비교: KODEX 200ETF와 KOSPI 200선물 중심으로

Author(s)
전연욱
Department
일반대학원 금융공학협동과정
Publisher
The Graduate School, Ajou University
Publication Year
2011-08
Language
kor
URI
https://dspace.ajou.ac.kr/handle/2018.oak/10327
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Graduate School of Ajou University > Department of Financial Engineering > 3. Theses(Master)
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