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Showing results 1 to 4 of 4

1
Analysis of correlation matrice, copula and Epps effect in stock market for various time intervals = 시간 간격에 따른 주식시장의 연관행렬 및 코플라, 엡스 효과 분석link

Kwak, Young-Bin; 곽영빈; et al, 한국과학기술원, 2010

2
Cross-correlations in volume space: Differences between buy and sell volumes

Lee, Sun-Young; Hwang, Dong-Il; Kim, Min-Jae; Koh, In-Gyu; Kim, Soo-Yong, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.390, no.5, pp.837 - 846, 2011-03

3
Dependence structure in financial market: quantum finance and spread trading = 상관관계에 기반한 금융시장: 양자금융과 스프레드 전략link

Kim, Min-Jae; 김민재; et al, 한국과학기술원, 2011

4
Dependence structure of the Korean stock market in high frequency data

Kim, Min-Jae; Kwak, Young-Bin; Kim, Soo-Yong, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.390, no.5, pp.891 - 901, 2011-03

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