Browse by Subject FUTURES
Showing results 1 to 20 of 20
A geometric treatment of time-varying volatilities Han, Chulwoo; Park, Frank C.; Kang, Jangkoo, REVIEW OF QUANTITATIVE FINANCE AND ACCOUNTING, v.49, no.4, pp.1121 - 1141, 2017-11 |
| Anticipatory governance for newcomers: lessons learned from the UK, the Netherlands, Finland, and Korea Heo, Kyungmoo; Seo, Yongseok, EUROPEAN JOURNAL OF FUTURES RESEARCH, v.9, no.1, 2021-12 |
| Bond Variance Risk Premiums Choi, Hoyong; Mueller, Philippe; Vedolin, Andrea, REVIEW OF FINANCE, v.21, no.3, pp.987 - 1022, 2017-05 |
| Can the Indicative Price System Mitigate Expiration-Day Effects? Chay, J. B.; Kim, Sol; Ryu, Hyeuk-Sun, JOURNAL OF FUTURES MARKETS, v.33, no.10, pp.891 - 910, 2013-10 |
| CBOE VIX and Jump-GARCH option pricing models Yoo, Eun Gyu; Yoon, Sun-Joong, INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, v.69, pp.839 - 859, 2020-09 |
| Development of a market penetration forecasting model for Hydrogen Fuel Cell Vehicles considering infrastructure and cost reduction effects Park, Sang Yong; Kim, Jong Wook; Lee, DukHee, ENERGY POLICY, v.39, no.6, pp.3307 - 3315, 2011-06 |
| Developments and challenges of foresight evaluation: Review of the past 30 years of research Ko, Byoung Kwon; Yang, Jae-Suk, FUTURES, v.155, 2024-01 |
| Dynamical mechanism of two-phase phenomena in financial markets Lim, Gyuchang; Kim, Soo Yong; Kim, Kyungsik; Lee, Dong-In; Park, Sang-Bum, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.386, no.1, pp.253 - 258, 2007-12 |
| Dynamical mechanisms of the continuous-time random walk, multifractals, herd behaviors and minority games in financial markets Kim, K; Yoon, SM; Kim, Soo Yong; Lee, DI; Scalas, E, JOURNAL OF THE KOREAN PHYSICAL SOCIETY, v.50, pp.182 - 190, 2007-01 |
| Genetic algorithms approach to feature discretization in artificial neural networks for the prediction of stock price index Kim, KJ; Han, Ingoo, EXPERT SYSTEMS WITH APPLICATIONS, v.19, no.2, pp.125 - 132, 2000-08 |
| How Informed Investors Take Advantage of Negative Information in Options and Stock Markets Kang, Jangkoo; Park, Hyoung-Jin, JOURNAL OF FUTURES MARKETS, v.34, no.6, pp.516 - 547, 2014-06 |
| Index options open interest and stock market returns Seo, Sung Won; Byun, Suk Joon; Kim, Jun Sik, JOURNAL OF FUTURES MARKETS, v.40, no.6, pp.989 - 1010, 2020-06 |
| Information Flow between Bitcoin and Other Investment Assets Jang, Sung Min; Yi, Eojin; Kim, Woo Chang; Ahn, Kwangwon, ENTROPY, v.21, no.11, 2019-11 |
| Regime-Dependent Relationships Between the Implied Volatility Index and Stock Market Index Lee, Jae Ram; Ryu, Doojin, EMERGING MARKETS FINANCE AND TRADE, v.50, no.5, pp.5 - 17, 2014-09 |
| The defensive use of IT in a newly vulnerable market: The New York Stock Exchange, 1980-2007 Lucas, Henry C., Jr.; Oh, Wonseok; Weber, Bruce W., JOURNAL OF STRATEGIC INFORMATION SYSTEMS, v.18, no.1, pp.3 - 15, 2009-03 |
| The impact of liquidity risk in the Chinese banking system on the global commodity markets Jo, Yonghwan; Kim, Jihee; Santos, Francisco, JOURNAL OF EMPIRICAL FINANCE, v.66, pp.23 - 50, 2022-03 |
| The information content of net buying pressure: Evidence from the KOSPI 200 index option market Kang, Jangkoo; Park, Hyoung-Jin, JOURNAL OF FINANCIAL MARKETS, v.11, no.1, pp.36 - 56, 2008-02 |
| Volatilities, traded volumes, and the hypothesis of price increments in derivative securities Lim, G; Kim, Soo Yong; Scalas, E; Kim, K, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.382, pp.577 - 585, 2007-08 |
| Who and what drives informed options trading after the market opens? Kang, Jongho; Kang, Jangkoo; Lee, Jaeram, JOURNAL OF FUTURES MARKETS, v.42, no.3, pp.338 - 364, 2022-03 |
| 소파동 분석을 이용한 주가지수선물과 주가지수의 가격발견기능에 관한 실증연구 = Empirical study of price discovery role of the stock index and stock index futures using wavelet analysislink 김은아; Kim, Eun-Ah; et al, 한국과학기술원, 2004 |
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