Relationship between uncertainty in the oil and stock markets before and after the shale gas revolution: Evidence from the OVX, VIX, and VKOSPI volatility indices.

by Sun-Yong Choi, Changsoo Hong
Published 2020-01-01

Forecasting Foreign Exchange Volatility Using Deep Learning Autoencoder-LSTM Techniques

by Gunho Jung, Sun-Yong Choi
Published 2021-01-01

Modeling and Risk Analysis Using Parametric Distributions with an Application in Equity-Linked Securities

by Sun-Yong Choi, Ji-Hun Yoon
Published 2020-01-01

Forecasting CDS Term Structure Based on Nelson–Siegel Model and Machine Learning

by Won Joong Kim, Gunho Jung, Sun-Yong Choi
Published 2020-01-01

Pricing of Fixed-Strike Lookback Options on Assets with Default Risk

by Sun-Yong Choi, Ji-Hun Yoon, Junkee Jeon
Published 2019-01-01

Purification and Nitrogen Doping of Nanothin Exfoliated Graphite Through RF Thermal Plasma Treatment

by Byung-Koo Son, Kyu-Hang Lee, Tae-Hee Kim, Myung-Sun Shin, Sun-Yong Choi, Guangsup Cho
Published 2019-07-01