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Asymmetric Mispricing and Regime-dependent Dynamics in Futures and Options Markets Lee, Jaeram; Ryu, Doojin, ASIAN ECONOMIC JOURNAL, v.30, no.1, pp.47 - 65, 2016-03 |
Common deviation and regime-dependent dynamics in the index derivatives markets Lee, Jaeram; Kang, Jangkoo; Ryu, Doojin, PACIFIC-BASIN FINANCE JOURNAL, v.33, pp.1 - 22, 2015-06 |
Intraday price dynamics in spot and derivatives markets Kim, Jun Sik; Ryu, Doojin, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.394, pp.247 - 253, 2014-01 |
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