Scholarworks@UNIST

UNIST Library
Search

Browsing by Author : 서병기

All A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
가 나 다 라 마 바 사 아 자 차 카 타 파 하
Sort by: In order: Results/Page Etal:

Showing results 8 to 21 of 21

Filtered Historical Simulation for Initial Margin of Interest Rate Swap Under Korean Market File

Lee, Kyungsub , Seo, Byoung Ki

Article Issue Date2018-06 View10
Financial Market Crash and Phase Transition: Through Model-Free Framework with Machine Learning

Jang, Hyeonung , Jho, Yongseok , Seo, Byoung Ki

Conference Paper Issue Date2019-12-18 View7
Hyperbolic normal stochastic volatility model File

Choi, Jaehyuk , Liu, Chenru , Seo, Byoung Ki

Article Issue Date2019-02 View15
Marked Hawkes process modeling of price dynamics and volatility estimation

Lee, Kyungsub , Seo, Byoung Ki

Conference Paper Issue Date2015-08-25 View15
Marked Hawkes process modeling of price dynamics and volatility estimation File

Lee, Kyungsub , Seo, Byoung Ki

Article Issue Date2017-01 View12
Modeling Bid and Ask Price Dynamics with an Extended Hawkes Process and Its Empirical Applications for High-Frequency Stock Market Data File

Lee, Kyungsub , Seo, Byoung Ki

Article Issue Date2023-09 View21
Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data File

Lee, Kyungsub , Seo, Byoung Ki

Article Issue Date2017-06 View9
Monetary policy rate expectation and energy prices during the FOMC announcement period File

Jang, Hyeonung , Seo, Byoung Ki

Article Issue Date2020-03 View10
Performance of Tail Hedged Portfolio with Third Moment Variation Swap File

Lee, Kyungsub , Seo, Byoung Ki

Article Issue Date2017-10 View14
Recurrence speed of multiples of an irrational number File

Choe, GH , Seo, BK

Article Issue Date2001-09 View18
The waiting time for irrational rotations File

Kim, DH , Seo, Byoung Ki

Article Issue Date2003-09 View22
Transmission of central bank communication to emerging economies: Evidence from the Korean stock market File

Jang, Hyeonung , Seo, Byoung Ki

Article Issue Date2022-09 View22
Valuing American option with non-parametric regression with Fast Gauss Transformation

Choi, Jaehyuk , Seo, Byoung Ki

Conference Paper Issue Date2016-07-17 View4
캔들 차트를 이용한 스프레드 정보 시각화 방법 및 장치

서병기 , 나인영 , 박소윤 , 장현웅

Patent Issue Date View17
1 2 >>

RSS 1.0 RSS 2.0

CONTACT US

UNIST | Library

Tel : 052-217-1404 / Email : scholarworks@unist.ac.kr

Copyright (c) 2023 by UNIST LIBRARY. All rights reserved.

ScholarWorks@UNIST was established as an OAK Project for the National Library of Korea.