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stock market. In order to analyze it, we selected five Korean companies listed in NYSE (see Exhibit 1) and gathered their monthly stock prices and returns data. Our objects are to make an analysis for the performance of individual stocks and portfolio and to find the best regression model for foreca
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Stock Return date: Volume versus GARCH Effect,” Journal of Finance 1, (1990),pp. 221-229.
Neal, R., "Program Trading on the NYSE: A Descriptive Analysis and Estimates of the Intra-Day Impact on Stock Returns," University of Washington working paper, (1992). I. 서 론
II. 현물 및 선물 연계에
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regression analysis's. The result shows that only one group of good quality of Income has statistically significant positive ERC. This means that the index of quality of operating income has some effect on the explanatory power between accounting income and stock price. In summary, the results of th
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regression formula of corporate bond yield using ARIMA(p,d,q) models , to test conditional heteroscedasticity of the residuals and to choose proper models forecasting corporate bond yield using ARIMA(p,d,q)-GARCH(p,q) models.
The results of empirical study are as follows. First, the mean regression
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stock index futures：A note," The Journal of Futures Markets, 15, (1995), 61-67.
Phillips, P. C. B. and P. Perron, "Testing for a Unit Root in Time Series Regression," Biometrika, 75, (1988), 335-346. [ 목 차 ]
Ⅰ. 서 론
Ⅱ. 외환 및 외환거래 기초
1. 외환의 개념 및 환율표시방
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