Multi-kernel property in high-frequency price dynamics under Hawkes model von Lee, Kyungsub

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Application of Hawkes Volatility in the Observation of Filtered High‐Frequency Price Process in Tick Structures von Lee, Kyungsub

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Recurrent neural network based parameter estimation of Hawkes model on high-frequency financial data von Lee, Kyungsub

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Highly Stretchable CIP-PDMS Composites with Partial Interface Bonding for Electromagnetic Noise Suppression in GHz Frequency Range von Ha, Heebo, Qaiser, Nadeem, Jeong, Jong Hyeon, Lee, Kyungsub, Hwang, Byungil

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A nanoscale Cu2-xSe ultrathin film deposited via atomic layer deposition and its memristive effects von Lee, Kyungsub, Lee, Seonghoon

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A nanoscale Cu 2-x Se ultrathin film deposited via atomic layer deposition and its memristive effects von Lee, Kyungsub, Lee, Seonghoon

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The prevention of ‘burning’ during the hard anodization in formamide for ultrafast growth of highly ordered arrays of TiO2 nanotubes von Lee, Kyungsub, Lee, Seonghoon

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The prevention of ‘burning’ during the hard anodization in formamide for ultrafast growth of highly ordered arrays of TiO^sub 2^ nanotubes von Lee, Kyungsub, Lee, Seonghoon

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Modeling Bid and Ask Price Dynamics with an Extended Hawkes Process and Its Empirical Applications for High-Frequency Stock Market Data von Lee, Kyungsub, Seo, Byoung Ki

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Analytic formula for option margin with liquidity costs under dynamic delta hedging von Lee, Kyungsub, Seo, Byoung Ki

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Probabilistic and statistical properties of moment variations and their use in inference and estimation based on high frequency return data von Lee, Kyungsub

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Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data von Lee, Kyungsub, Seo, Byoung Ki

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Recursive Formula for Arithmetic Asian Option Prices von Lee, Kyungsub

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The nm-thickness Cu2-xSe ultrathin film via atomic layer deposition and its memristive effect von Lee, Kyungsub, Lee, Seonghoon

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The nm-thickness Cu 2-x Se ultrathin film via atomic layer deposition and its memristive effect von Lee, Kyungsub, Lee, Seonghoon

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COMPUTATIONAL METHOD FOR PROBABILITY DISTRIBUTION ON RECURSIVE RELATIONSHIPS IN FINANCIAL APPLICATIONS von Park, Jong Jun, Lee, Kyungsub

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Marked Hawkes process modeling of price dynamics and volatility estimation von Lee, Kyungsub, Seo, Byoung Ki

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Stretchable carbonyl iron powder/polydimethylsiloxane composites for noise suppression in gigahertz bandwidth von Seo, Youngjae, Ko, Seongchan, Ha, Heebo, Qaiser, Nadeem, Leem, Mirine, Yoo, Seung Jo, Jeong, Jong Hyeon, Lee, Kyungsub, Hwang, Byungil

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Optimal market-Making strategies under synchronised order arrivals with deep neural networks von Choi, So Eun, Jang, Hyun Jin, Lee, Kyungsub, Zheng, Harry

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Systemic risk in market microstructure of crude oil and gasoline futures prices: A Hawkes flocking model approach von Jang, Hyun Jin, Lee, Kiseop, Lee, Kyungsub

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