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Showing results 1 to 9 of 9

1
Conditional correlation in asset return and GARCH intensity model

Choe, Geon Ho; Lee, Kyung Sub, ASTA-ADVANCES IN STATISTICAL ANALYSIS, v.98, no.3, pp.197 - 224, 2014-07

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
Detrended fluctuation analysis in the Korean bond futures exchange market

Jo, HH; Kim, Soo Yong; Kim, K, JOURNAL OF THE KOREAN PHYSICAL SOCIETY, v.49, pp.1691 - 1693, 2006-10

4
Drought, ethanol, and livestock

Hao, Na; Colson, Gregory; Seong, Byeongchan; Park, Cheolwoo; Wetzstein, Michael, ENERGY ECONOMICS, v.49, pp.301 - 307, 2015-05

5
Dynamical structures of high-frequency financial data

Kim, K; Yoon, SM; Kim, Soo Yong; Chang, KH; Kim, Y; Kang, SH, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.376, pp.525 - 531, 2007-03

6
Interest rates factor model

Lee, Sang-Wook; Kim, Min-Jae; Kim, Soo-Yong, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.390, no.13, pp.2531 - 2548, 2011-07

7
Microscopic spin model for the dynamics of the return distribution of the Korean stock market index

Yang, Jae Suk; Chae, Seung Byung; Jung, Woo Sung; Moon, Hie Tae, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.363, no.2, pp.377 - 382, 2006-05

8
Return Intervals Analysis of the Korean Stock Market

Jeon, Woong; Moon, Hie-Tae; Oh, Gabjin; Yang, Jae-Suk; Jung, Woo-Sung, JOURNAL OF THE KOREAN PHYSICAL SOCIETY, v.56, pp.922 - 925, 2010-03

9
Temporal evolution of the return distribution in the Korean stock market

Chae, Seung Byung; Jung, Woo Sung; Yang, Jae Suk; Moon, Hie-Tae, JOURNAL OF THE KOREAN PHYSICAL SOCIETY, v.48, pp.313 - 317, 2006-02

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