Min Jae Kim

Dynamics of implied volatility surfaces from random matrix theory

Statistical properties of the stock and credit market: RMT and network topology

Dependence structure of the Korean stock market in high frequency data

Two-phase phenomenon in linear and non-linear financial instruments

The sensitivity analysis of propagator for path independent quantum finance model

Dependence structure of the commodity and stock markets, and relevant multi-spread strategy

Correlation analysis of the Korean stock market: Revisited to consider the influence of foreign exchange rate

Cross-correlations in volume space: Differences between buy and sell volumes

Interest rates factor model