Open AccessAn Empirical Study on the Mutual Relation of Style Funds in Korean Stock Market by Vector Error Correction Models
Author(s) -
허지훈,
ByungJin Yim
Publication year - 2015
Publication title -
korean journal of financial engineering
Language(s) - English
Resource type - Journals
eISSN - 2713-7252
pISSN - 1738-124X
DOI - 10.35527/kfedoi.2015.14.3.006
Subject(s) - error correction model , style (visual arts) , financial economics , stock market , relation (database) , econometrics , business , economics , computer science , history , data mining , cointegration , context (archaeology) , archaeology
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