Intelligent stock market instability index: Application to the Korean stock market. Min Kim, Y.; Kwon Han, S.; Yoon Kim, T.; Joo Oh, K.; Luo, Z.; and Kim, C. Intell. Data Anal. (IDA), 19(4):879-895, 2015.
Intelligent stock market instability index: Application to the Korean stock market [link]Paper  bibtex   
@article{ dblp1840150,
  title = {Intelligent stock market instability index: Application to the Korean stock market},
  author = {Young Min Kim and Sung Kwon Han and Tae Yoon Kim and Kyong Joo Oh and Zhiming Luo and Chiho Kim},
  author_short = {Min Kim, Y. and Kwon Han, S. and Yoon Kim, T. and Joo Oh, K. and Luo, Z. and Kim, C.},
  bibtype = {article},
  type = {article},
  year = {2015},
  key = {dblp1840150},
  id = {dblp1840150},
  biburl = {http://www.dblp.org/rec/bibtex/journals/ida/KimHKOLK15},
  url = {http://dx.doi.org/10.3233/IDA-150749},
  journal = {Intell. Data Anal. (IDA)},
  pages = {879-895},
  number = {4},
  volume = {19},
  text = {Intell. Data Anal. (IDA) 19(4):879-895 (2015)}
}
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