지원사업
학술연구/단체지원/교육 등 연구자 활동을 지속하도록 DBpia가 지원하고 있어요.
커뮤니티
연구자들이 자신의 연구와 전문성을 널리 알리고, 새로운 협력의 기회를 만들 수 있는 네트워킹 공간이에요.
초록· 키워드
오류제보하기
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 Vietnam and the modified R/S analysis 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 Vietnam.
The main objective of this thesis is to test existence of the long-term memory effect of stock markets in Vietnam and the modified R/S analysis 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 Vietnam.
목차
Ⅰ. 서론
Ⅱ. 효용함수 검정 방법에 대한 이론적 고찰
Ⅲ. 실증분석
Ⅳ. 결론
참고문헌
〈Abstract〉
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UCI(KEPA) : I410-ECN-0101-2013-349-001240394