상세검색
최근 검색어 전체 삭제
다국어입력
즐겨찾기0
학술저널

동북아 주식시장에서의 장기기억에 관한 연구

An Empirical Study on the Long-Term Memory Effect of Stock Market in Northeast Asia

  • 27
커버이미지 없음

The Studies until now are concluding that stock price in stock market follows random walk process by rational expectation hypothesis and efficient market hypothesis developing a lot of probability models. However, random walk process in stock market has a lot of questions actually. The main objective of this thesis is to test existence of the long-term memory effect of stock markets in Northeast Asia. The modified R/S analysis, V-statistic, and ARFIAM(fractionally integrated ARMA) used to examine this utility function. In conclusions, this thesis shows existence of the long-term memory effect of stock markets in Northeast Asia.

Ⅰ. 서론

Ⅱ. 장기기억효과 검정에 대한 이론적 고찰

Ⅲ. 실증분석

Ⅳ. 결론 및 요약

(0)

(0)

로딩중