논문상세정보
-
- 저자 홍정효
- 제어번호 105967359
- 학술지명 財務管理硏究
- 권호사항 Vol. 35 No. 4 [ 2018 ]
- 발행처 한국재무관리학회
- 발행처 URL http://www.kfma.org
- 자료유형 학술저널
- 수록면 109-130
- 언어 Korean
- 출판년도 2018
- 등재정보 KCI등재
- 소장기관 고려대학교 도서관
- 판매처
유사주제 논문( 0)
일중 원 달러 선물시장에서 거래량의 정보이전, 변동성군집 및 레버리지효과에 관한 연구
홍정효
2018년
' 일중 원 달러 선물시장에서 거래량의 정보이전, 변동성군집 및 레버리지효과에 관한 연구' 의 참고문헌
-
수익률의 변동성과 거래량에 대한 연구: 연속적 정보 도착가설 vs. 혼합분포가설안승철 [2006]
-
Transactions data tests of the mixture of distributions hypothesisHarris, L [1984]
-
Trading volume and price variability: New evidence on the price effects of speculationRutledge, D [1978]
-
The price-volume relation on speculative marketsTauchen, G [1983]
-
The market for Japanese stock index futures: Some preliminary evidenceBailey, W [1989]
-
The joint distribution of speculative prices and of daily trading volumeHarris, L [1984]
-
The effects of trading activity on market volatilityGallo, G. M [2000]
-
The dependence of prices and volumeRogalski, R [1978]
-
The Volume of Transactions and Price Changes on the New York Stock ExchangeCrouch, R. L [1970]
-
The Relationship Between Price Changes and Trading Volume: A SurveyKarpoff, J. M [1987]
-
The Dynamic Relation Between Stock Returns, Trading Volume, and VolatilityChen, G. M [2001]
-
Testing for a Unit Root in Time Series RegressionPhillips, P.C.B [1988]
-
Stock prices and volumeGallant, A. R [1992]
-
State Space Modeling of Price and Volume Dependence:Evidence from Currency FuturesMcCarthy, J [1993]
-
Sequential information arrival in the Finnish stock index derivatives marketsMartikainen, T [1996]
-
Return-volume dynamics in futures marketsKocagil, A. E [1998]
-
Rela tionship between the expected value and the volatility of nominal excess returns on stocksGlosten, L. [1993]
-
Price Change and Volume Relationships and the Distribution of Common Stock Price ChangesWesterfield, R [1973]
-
Money, income and causalitySims, C [1972]
-
Measuring and Testing the Impact of News on VolatilityEngle, R. F. [1993]
-
KOSPI200 선물의 수익률 변동성과 거래량의 관계*- TGARCH 모형을 이용하여김성아 [2008]
-
Generalized autoregressive conditional heteroskedasticityBollerslev, T. [1986]
-
Estimation and Inference in Nonlinear Structural ModelsBerndt, E. K. [1974]
-
Differences of Opinion Make a Horse RaceHarris, M. [1993]
-
Costly short sales and the correlation of returns with volumeKarpoff, J [1988]
-
Conditional heteroskedasticity in asset returns : A new approachNelson, D. B. [1991]
-
Co-integration and error correction: representation, estimation, and testingEngle, R.F. [1987]
-
An equilibrium model of asset trading with sequential information arrivalJennings, R [1981]
-
A transactions approach to testing informational arrival modelsSmirlock, M [1984]
-
A note on the variability of futures pricesRutledge, D [1977]
-
A Model of Asset Trading under the Assumption of Sequential Information ArrivalCopeland, T. E [1974]