Seunghwan Kim

Topological Properties of Stock Networks Based on Random Matrix Theory in Financial Time Series

Hawoong Jeong, Cheoljun Eom, Gapjin Oh, 2007 .

Market efficiency in foreign exchange markets

Gabjin Oh, Cheoljun Eom, Seunghwan Kim, 2007 .

Understanding Financial Market States Using an Artificial Double Auction Market

Gabjin Oh, G. Oh, Kyubin Yim, 2015, PloS one.

Understanding volatility correlation behavior with a magnitude cross-correlation function.

Gabjin Oh, G. Oh, Seunghwan Kim, 2006, Physical review. E, Statistical, nonlinear, and soft matter physics.

Deterministic factors of stock networks based on cross-correlation in financial market

Gabjin Oh, G. Oh, Seunghwan Kim, 2007, 0705.0076.

Effect of changing data size on eigenvalues in the Korean and Japanese stock markets

Woo-Sung Jung, Taisei Kaizoji, Cheoljun Eom, 2009 .

Statistical Properties of the Returns of Stock Prices of International Markets

Gabjin Oh, Seunghwan Kim, Cheol-Jun Um, 2006 .

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

Woo-Sung Jung, Gabjin Oh, Hawoong Jeong, 2009 .

Long-term memory and volatility clustering in high-frequency price changes

Gabjin Oh, G. Oh, Seunghwan Kim, 2008 .