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Showing results 1 to 10 of 10

1
Analysis of stock prices of mining business

Ahn, Sanghyun; Lim, G. C.; Kim, S. H.; Kim, Soo Yong; Yoon, Kwon Youb; Stanfield, Joseph Lee; Kim, Kyungsik, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.390, no.12, pp.2340 - 2349, 2011-06

2
Correlation analysis of the Korean stock market: Revisited to consider the influence of foreign exchange rate

Jo, Sang Kyun; Kim, Min Jae; Lim, Kyuseong; Kim, Soo Yong, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.491, pp.852 - 868, 2018-02

3
Dependence structure of the commodity and stock markets, and relevant multi-spread strategy

Kim, Min Jae; Kim, Sehyun; Jo, Yong Hwan; Kim, Soo Yong, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.390, no.21-22, pp.3842 - 3854, 2011-10

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

5
Dynamics of implied volatility surfaces from random matrix theory

Kim, Min-Jae; Lee, Sun-Young; Hwang, Dong-Il; Kim, Soo-Yong; Koh, In-Gyu, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.389, no.14, pp.2762 - 2769, 2010-07

6
Identifying the structure of group correlation in the Korean financial market

Ahn, Sanghyun; Choi, Jaewon; Lim, Gyuchang; Cha, Kil Young; Kim, Soo Yong; Kim, Kyungsik, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.390, no.11, pp.1991 - 2001, 2011-06

7
Information of group-correlations in Korean financial market

Choi, Jaewon; Lim, Gyuchang; Kim, Soo Yong; Kim, Kyungsik, COMPUTER PHYSICS COMMUNICATIONS, v.182, no.1, pp.219 - 222, 2011-01

8
Statistical properties of the stock and credit market: RMT and network topology

Lim, Kyu Seong; Kim, Min Jae; Kim, Sehyun; Kim, Soo Yong, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.407, pp.66 - 75, 2014-08

9
Structure of a financial cross-correlation matrix under attack

Lim, Gyu Chang; Kim, Soo Yong; Kim, Junghwan; Kim, Pyungsoo; Kang, Yoonjong; Park, Sanghoon; Park, Inho; et al, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.388, no.18, pp.3851 - 3858, 2009-09

10
Topological properties of stock networks based on minimal spanning tree and random matrix theory in financial time series

Eom, Cheoljun; Oh, Gabjin; Jung, Woo-Sung; Jeong, Hawoong; Kim, Seunghwan, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.388, no.6, pp.900 - 906, 2009-03

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