Woojin Chang

Woojin Chang

Seoul National University

Professor

Department of Industrial Engineering

Research Area

  • #Econometrics
  • #Economics
  • #Computer science
  • #Mathematics
  • #Stock market index
  • #Artificial intelligence
  • #Stock market
  • #Cluster analysis
  • #Stock (geology)
  • #Financial market

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Related papers to
‘ Econometrics ‘ : 11

  • Asymmetric multi-fractality in the U.S. stock indices using index-based model of A-MFDFA

    2017/04

    2.2 Impact Factor

    18 citations

    Minhyuk Lee, Jae Wook Song, Ji Hwan Park, Woojin Chang

    DOI : 10.1016/J.CHAOS.2017.02.001

    • #Mathematics
    • #Econometrics
    • #Scaling
    • #Asymmetry
    • #Financial crisis
    • #Stock price
    • #Stock market index
    • #Detrended fluctuation analysis
    • #Capitalization-weighted index
    • #Total return index

All papers authored by
‘ Woojin Chang ’ : 17

  • Asymmetric multi-fractality in the U.S. stock indices using index-based model of A-MFDFA

    2017/04
    CHAOS SOLITONS & FRACTALS

    2.2 Impact Factor

    18 citations

    Minhyuk Lee, Jae Wook Song, Ji Hwan Park, Woojin Chang

    DOI : 10.1016/J.CHAOS.2017.02.001

    • #Mathematics
    • #Econometrics
    • #Scaling
    • #Asymmetry
    • #Financial crisis
    • #Stock price
    • #Stock market index
    • #Detrended fluctuation analysis
    • #Capitalization-weighted index
    • #Total return index

Related papers to
‘ Econometrics ‘ : 11

  • Asymmetric multi-fractality in the U.S. stock indices using index-based model of A-MFDFA

    2017/04
    CHAOS SOLITONS & FRACTALS

    2.2 Impact Factor

    18 citations

    Minhyuk Lee, Jae Wook Song, Ji Hwan Park, Woojin Chang

    DOI : 10.1016/J.CHAOS.2017.02.001

    • #Mathematics
    • #Econometrics
    • #Scaling
    • #Asymmetry
    • #Financial crisis
    • #Stock price
    • #Stock market index
    • #Detrended fluctuation analysis
    • #Capitalization-weighted index
    • #Total return index
  • Clustering stocks using partial correlation coefficients

    2016/11
    PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

    2.2 Impact Factor

    14 citations

    Sean S. Jung, Woojin Chang

    DOI : 10.1016/J.PHYSA.2016.06.094

    • #Mathematics
    • #Econometrics
    • #Cluster analysis
    • #Stock market
    • #Stock (geology)
    • #Market structure
    • #Pearson product-moment correlation coefficient
    • #Partial correlation
    • #Global Industry Classification Standard
    • #Correlation swap

Get access to
Contact information

Log in

All papers authored by
‘ Woojin Chang ’ : 17

  • Asymmetric multi-fractality in the U.S. stock indices using index-based model of A-MFDFA

    2017/04
    CHAOS SOLITONS & FRACTALS

    2.2 Impact Factor

    18 citations

    Minhyuk Lee, Jae Wook Song, Ji Hwan Park, Woojin Chang

    DOI : 10.1016/J.CHAOS.2017.02.001

    • #Mathematics
    • #Econometrics
    • #Scaling
    • #Asymmetry
    • #Financial crisis
    • #Stock price
    • #Stock market index
    • #Detrended fluctuation analysis
    • #Capitalization-weighted index
    • #Total return index
  • Clustering stocks using partial correlation coefficients

    2016/11
    PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

    2.2 Impact Factor

    14 citations

    Sean S. Jung, Woojin Chang

    DOI : 10.1016/J.PHYSA.2016.06.094

    • #Mathematics
    • #Econometrics
    • #Cluster analysis
    • #Stock market
    • #Stock (geology)
    • #Market structure
    • #Pearson product-moment correlation coefficient
    • #Partial correlation
    • #Global Industry Classification Standard
    • #Correlation swap

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