Exploring Long-Term Persistence in Sea Surface Temperature and Ocean Parameters via Detrended Cross-Correlation Approach von Lim, Gyuchang, Park, Jong-Jin

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Analysis of Solidarity Effect for Entropy, Pareto, and Gini Indices on Two-Class Society Using Kinetic Wealth Exchange Model von Lim, Gyuchang, Min, Seungsik

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Analysis of Korean Peninsula Earthquake Network Based on Event Shuffling and Network Shuffling von Min, Seungsik, Lim, Gyuchang

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Intrinsic Mode-Based Network Approach to Examining Multiscale Characteristics of Sea Surface Temperature Variability von Lim, Gyuchang, Park, Jong-Jin

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Examining Modulations of Internal Tides within An Anticyclonic Eddy Using a Wavelet-Coherence Network Approach von Lim, Gyuchang, Park, Jong-Jin

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Auto- and Cross-Correlation Multifractal Analysis of Sea Surface Temperature Variability von Lim, Gyuchang, Park, Jong-Jin

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Vertical structural variability of diurnal internal tides inside a mesoscale anticyclonic eddy based on single virtual-moored Slocum glider observations von Lim, Gyuchang, Park, JongJin

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Dynamics of the Global Stock Market Networks Generated by DCCA Methodology von Shin, Ki-Hong, Lim, Gyuchang, Min, Seungsik

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Correlation Structures of PM2.5 Concentration Series in the Korean Peninsula von Lim, Gyuchang, Min, Seungsik

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Effect of Outliers and Non-consecutive Data Points on the Detrended Cross-Correlation Analysis von Lim, Gyuchang, Min, Seungsik

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Statistical Behavior of the Nonlinear Correlation in Financial Markets von Sanghyun Ahn, Gyuchang Lim, Soo Yong Kim, Inho Park, Kyungsik Kima

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Multifractal detrended fluctuation analysis of derivative and spot markets von Lim, Gyuchang, Kim, SooYong, Lee, Hyoung, Kim, Kyungsik, Lee, Dong-In

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Information of group-correlations in Korean financial market von Choi, Jaewon, Lim, Gyuchang, Kim, Soo Yong, Kim, Kyungsik

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Identifying the structure of group correlation in the Korean financial market von Ahn, Sanghyun, Choi, Jaewon, Lim, Gyuchang, Cha, Kil Young, Kim, Sooyong, Kim, Kyungsik

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Erratum to: Dynamical mechanism in meteorological factors using detrended cross-correlation analysis von Kang, Deok Du, Lee, Dong In, Kim, Kyungsik, Lim, Gyuchang, Ha, Deok-Ho

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Grafting of higher-order correlations of real financial markets into herding models von Ahn, Sanghyun, Lim, Gyuchang, Kim, Sooyong, Kim, Kyungsik

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Structure of a financial cross-correlation matrix under attack von Lim, Gyuchang, Kim, SooYong, Kim, Junghwan, Kim, Pyungsoo, Kang, Yoonjong, Park, Sanghoon, Park, Inho, Park, Sang-Bum, Kim, Kyungsik

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Analysis of topological properties in a seismic network von Baek, Woon Hak, Lim, Gyuchang, Kim, Kyungsik, Choi, Young-Jean, Chang, Ki-Ho, Jung, Jae-Won, Yi, Myunggi, Lee, Dong-In, Ha, Deok-Ho

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A self-similar hierarchy of the Korean stock market von Lim, Gyuchang, Min, Seungsik, Yoo, Kun-Woo

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Dynamical mechanism in meteorological factors using detrended cross-correlation analysis von Kang, Deok Du, Lee, Dong In, Kim, Kyungsik, Lim, Gyuchang, Ha, Deok-Ho

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