| The waiting time for irrational rotations DH Kim, BK Seo Nonlinearity 16 (5), 1861, 2003 | 53 | 2003 |
| Marked Hawkes process modeling of price dynamics and volatility estimation K Lee, BK Seo Journal of Empirical Finance 40, 174-200, 2017 | 22 | 2017 |
| Recurrence speed of multiples of an irrational number GH Choe, BK Seo | 19 | 2001 |
| Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data K Lee, BK Seo Journal of Economic Dynamics and Control 79, 154-183, 2017 | 14 | 2017 |
| Modeling bid and ask price dynamics with an extended Hawkes process and its empirical applications for high-frequency stock market data K Lee, BK Seo Journal of Financial Econometrics 21 (4), 1099-1142, 2023 | 9 | 2023 |
| Hyperbolic normal stochastic volatility model J Choi, C Liu, BK Seo Journal of Futures Markets 39 (2), 186-204, 2019 | 9 | 2019 |
| Derivatives use and the value of cash holdings: Evidence from the US oil and gas industry S Choi, H Jang, D Kim, BK Seo Journal of Futures Markets 41 (3), 361-383, 2021 | 6 | 2021 |
| Monetary policy rate expectation and energy prices during the FOMC announcement period H Jang, BK Seo Finance Research Letters 32, 101093, 2020 | 5 | 2020 |
| Improved predictive deep temporal neural networks with trend filtering Y Park, D Eom, B Seo, J Choi Proceedings of the First ACM International Conference on AI in Finance, 1-8, 2020 | 2 | 2020 |
| Filtered historical simulation for initial margin of interest rate swap under korean market K Lee, BK Seo Emerging Markets Finance and Trade 54 (11), 2516-2532, 2018 | 2 | 2018 |
| Recurrence of multiples of irrational numbers modulo 1 BK Seo 한국과학기술원, 2004 | 1 | 2004 |
| Option pricing under the normal SABR model with Gaussian quadratures J Choi, BK Seo Available at SSRN 4265261, 2023 | | 2023 |
| Transmission of central bank communication to emerging economies: Evidence from the Korean stock market H Jang, BK Seo Emerging Markets Review 52, 100905, 2022 | | 2022 |
| Analytic formula for option margin with liquidity costs under dynamic delta hedging K Lee, BK Seo Applied Economics 53 (29), 3391-3407, 2021 | | 2021 |
| Financial Market Crash and Phase Transition: Through Model-Free Framework with Machine Learning H Jang, Y Jho, BK Seo University of Techchology Sydney, 2019 | | 2019 |
| Abnormal energy price movements prior to FOMC announcements H Jang, BK Seo Institutes of Science and Development, Chinese Academy of Sciences, 2018 | | 2018 |
| Performance of tail hedged portfolio with third moment variation swap K Lee, BK Seo Computational Economics 50, 447-471, 2017 | | 2017 |
| EFFICIENT MONTE CARLO METHOD FOR PATH-DEPENDENT EXOTICS BKI SEO | | |
