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Seo, Byoung Ki (서병기)

Department
School of Business Administration(경영학부)
Lab
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Issue DateTitleAuthor(s)TypeViewAltmetrics
2020-03Monetary policy rate expectation and energy prices during the FOMC announcement periodJang, Hyeonung; Seo, Byoung KiARTICLE106 Monetary policy rate expectation and energy prices during the FOMC announcement period
2019-02Hyperbolic normal stochastic volatility modelChoi, Jaehyuk; Liu, Chenru; Seo, Byoung KiARTICLE438 Hyperbolic normal stochastic volatility model
2018-06Filtered Historical Simulation for Initial Margin of Interest Rate Swap Under Korean MarketLee, Kyungsub; Seo, Byoung KiARTICLE760 Filtered Historical Simulation for Initial Margin of Interest Rate Swap Under Korean Market
2017-10Performance of Tail Hedged Portfolio with Third Moment Variation SwapLee, Kyungsub; Seo, Byoung KiARTICLE1710 Performance of Tail Hedged Portfolio with Third Moment Variation Swap
2017-06Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock dataLee, Kyungsub; Seo, Byoung KiARTICLE1042 Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data
2017-01Marked Hawkes process modeling of price dynamics and volatility estimationLee, Kyungsub; Seo, Byoung KiARTICLE870 Marked Hawkes process modeling of price dynamics and volatility estimation
2003-09The waiting time for irrational rotationsKim, DH; Seo, Byoung KiARTICLE1195 The waiting time for irrational rotations
2001-09Recurrence speed of multiples of an irrational numberChoe, GH; Seo, BKARTICLE965 Recurrence speed of multiples of an irrational number

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