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Showing results 1 to 13 of 13

1	A first-passage-time model under regime-switching market environment Kim M.A.; Jang B.-G.; Lee H.-S., JOURNAL OF BANKING & FINANCE, v.32, no.12, pp.2617 - 2627, 2008
2	An Empirical Evaluation of Behavioral Models Based on Decompositions of Stock Prices, Lee, Bong Soo, JOURNAL OF BUSINESS, v.79, no.1, pp.393 - 428, 2006-01
3	Determinants of stock market comovements among US and emerging economies during the US financial crisis Hwang, Eugene; Min, Hong Ghi; Kim, Bong-Han; Kim, Hyeongwoo, ECONOMIC MODELLING, v.35, pp.338 - 348, 2013-09
4	Information flow between bitcoin and other financial assets Park, Sangjin; Jang, Kwahngsoo; Yang, Jae-Suk, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.566, pp.125604, 2021-03
5	Intelligent cryptocurrency trading system using integrated AdaBoost-LSTM with market turbulence knowledge Park, Sangjin; Yang, Jae-Suk, APPLIED SOFT COMPUTING, v.145, 2023-09
6	Is it important to consider the jump component for pricing and hedging short-term options? Kim, IJ; Kim, S, JOURNAL OF FUTURES MARKETS, v.25, no.10, pp.989 - 1009, 2005-10
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	Option bounds De la Pena, VH; Ibragimov, R; Jordan, SJ, JOURNAL OF APPLIED PROBABILITY, v.41A , no.Special, pp.145 - 156, 2004
9	Price discovery among SSE 50 Index-based spot, futures, and options markets Ahn, Kwangwon; Bi, Yingyao; Sohn, Sungbin, Journal of Futures Markets, v.39, no.2, pp.238 - 259, 2019-02
10	Real estate soars and financial crises: Recent stories Jang, Hanwool; Song, Yena; Sohn, Sungbin; Ahn, Kwangwon, Sustainability, v.10, no.12, pp.4559, 2018-12
11	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
12	Stock market uncertainty and economic fundamentals: an entropy-based approach Ahn, Kwangwon; Lee, D.; Yang, B.; Sohn, S., QUANTITATIVE FINANCE, v.19, no.7, pp.1151 - 1163, 2019-07
13	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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