Characteristics of networks in financial markets
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Kim, K | ko |
| dc.contributor.author | Kim, Soo Yong | ko |
| dc.contributor.author | Ha, DH | ko |
| dc.date.accessioned | 2010-03-04T07:44:46Z | - |
| dc.date.available | 2010-03-04T07:44:46Z | - |
| dc.date.created | 2012-02-06 | - |
| dc.date.created | 2012-02-06 | - |
| dc.date.issued | 2007-07 | - |
| dc.identifier.citation | COMPUTER PHYSICS COMMUNICATIONS, v.177, pp.184 - 185 | - |
| dc.identifier.issn | 0010-4655 | - |
| dc.identifier.uri | http://hdl.handle.net/10203/16935 | - |
| dc.description.abstract | We investigate the financial network of the Korea Stock Exchange (KSE) using numerical simulations and scaling arguments. The frequency of degree and the edge density for a real stock market graph are mainly discussed from a numerical point of view. In particular, our frequency of degree follows approximately the power law distribution. (C) 2007 Elsevier B.V. All rights reserved. | - |
| dc.language | English | - |
| dc.language.iso | en_US | en |
| dc.publisher | ELSEVIER SCIENCE BV | - |
| dc.title | Characteristics of networks in financial markets | - |
| dc.type | Article | - |
| dc.identifier.wosid | 000248161700072 | - |
| dc.identifier.scopusid | 2-s2.0-34250656187 | - |
| dc.type.rims | ART | - |
| dc.citation.volume | 177 | - |
| dc.citation.beginningpage | 184 | - |
| dc.citation.endingpage | 185 | - |
| dc.citation.publicationname | COMPUTER PHYSICS COMMUNICATIONS | - |
| dc.embargo.liftdate | 9999-12-31 | - |
| dc.embargo.terms | 9999-12-31 | - |
| dc.contributor.localauthor | Kim, Soo Yong | - |
| dc.contributor.nonIdAuthor | Kim, K | - |
| dc.contributor.nonIdAuthor | Ha, DH | - |
| dc.type.journalArticle | Article; Proceedings Paper | - |
| dc.subject.keywordAuthor | financial networks | - |
| dc.subject.keywordAuthor | cross-correlation | - |
| dc.subject.keywordAuthor | frequency of degree | - |
| dc.subject.keywordAuthor | edge density | - |
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