papers
Publications (10)
q-fin.ST2009
The effect of a market factor on information flow between stocks using minimal spanning tree
Cheoljun Eom, Okyu Kwon, Woo-Sung Jung +1
physics.soc-ph2005
Transfer Entropy Analysis of the Korean Stock Market
Seung Ki Baek, Woo-Sung Jung, Okyu Kwon +1
cond-mat.dis-nn2005
The effect of spatially correlated noise on coherence resonance in a network of excitable cells
Okyu Kwon, Hang-Hyun Jo, Hie-Tae Moon
q-fin.ST2008
Information flow between stock indices
Okyu Kwon, Jae-Suk Yang
q-fin.ST2009
Statistical properties of information flow in financial time series
Cheoljun Eom, Okyu Kwon, Woo-Sung Jung
physics.soc-ph2005
Transfer Entropy Analysis of the Stock Market
Seung Ki Baek, Woo-Sung Jung, Okyu Kwon +1
q-fin.ST2007
Group dynamics of the Japanese market
Woo-Sung Jung, Okyu Kwon, Fengzhong Wang +3
q-fin.ST2007
Information flow between composite stock index and individual stocks
Okyu Kwon, Jae-Suk Yang
physics.soc-ph2005
Effects of the globalization in the Korean financial markets
Woo-Sung Jung, Okyu Kwon, Jae-Suk Yang +1
physics.soc-ph2005
Grouping in the stock markets of Japan and Korea
Woo-Sung Jung, Okyu Kwon, Taisei Kaizoji +2