Jae Wook Song
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List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| A simple analytics framework for evaluating mean escape time in different term structures with stochastic volatility Physica A | 2022-06-29 | Paper |
| Analyzing systemic risk using non-linear marginal expected shortfall and its minimum spanning tree Physica A | 2022-06-24 | Paper |
| Crash forecasting in the Korean stock market based on the log-periodic structure and pattern recognition Physica A | 2022-06-23 | Paper |
| Fractal structure in the S\&P500: a correlation-based threshold network approach Chaos, Solitons and Fractals | 2022-04-01 | Paper |
| Multifractal value at risk model Physica A | 2018-11-13 | Paper |
| Asymmetric multi-fractality in the U.S. stock indices using index-based model of A-MFDFA Chaos, Solitons and Fractals | 2018-02-01 | Paper |
Research outcomes over time
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