Byoung Ki Seo

Statistics

Publications

Citations

105

H-Index

Active since

2003

Affiliations

Ulsan National Institute of Science and Technology(Current)

Yeungnam University

Byoung Ki Seo is an author at Ulsan National Institute of Science and Technology specializing in financial economics, volatility modeling, and finance.

ORCID

Publications per year

2003–2021

Publications

The waiting time for irrational rotations

Dong Han Kim, Byoung Ki Seo · Nonlinearity · 2003 · 46 citations

Natural Sciences, Mathematics, Number Theory +2

Marked Hawkes process modeling of price dynamics and volatility estimation

Kyung-Sub Lee, Byoung Ki Seo · Journal of Empirical Finance · 2016 · 17 citations · Full text

Engineering, Economics, Finance +13

Hyperbolic normal stochastic volatility model

Jaehyuk Choi, Chenru Liu, Byoung Ki Seo · Journal of Futures Markets · 2018 · 16 citations · Full text

Business, Economics, Finance +17

Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data

Kyung-Sub Lee, Byoung Ki Seo · Journal of Economic Dynamics and Control · 2017 · 14 citations · Full text

Business, Economics, Finance +12

Modeling Bid and Ask Price Dynamics with an Extended Hawkes Process and Its Empirical Applications for High-Frequency Stock Market Data

Kyung-Sub Lee, Byoung Ki Seo · Journal of Financial Econometrics · 2021 · 12 citations · Full text

Business, Economics, Finance +11

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