Showing results 1 to 10 of 10
Analysis of price fluctuations in futures exchange markets Lim, Gyuchang; Kim, Soo Yong; Scalas, Enrico; Kim, Kyungsik; Chang, Ki-Ho, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.387, no.12, pp.2823 - 2830, 2008-05 |
Detrended fluctuation analysis in the Korean bond futures exchange market Jo, HH; Kim, Soo Yong; Kim, K, JOURNAL OF THE KOREAN PHYSICAL SOCIETY, v.49, pp.1691 - 1693, 2006-10 |
Dynamical behaviors of inter-out-of-equilibrium state intervals in Korean futures exchange markets Lim, Gyuchang; Kim, Soo Yong; Kim, Kyungsik; Lee, Dong-In; Scalas, Enrico, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.387, no.12, pp.2831 - 2836, 2008-05 |
Dynamical mechanism of two-phase phenomena in financial markets Lim, Gyuchang; Kim, Soo Yong; Kim, Kyungsik; Lee, Dong-In; Park, Sang-Bum, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.386, no.1, pp.253 - 258, 2007-12 |
Dynamical stochastic processes of returns in financial markets Lim, G; Kim, Soo Yong; Yoon, SM; Jung, JW; Kim, K, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.376, pp.517 - 524, 2007-03 |
Hurst exponents in futures exchange markets Kim, K; Kim, Soo Yong; Lee, M; Yum, MK, INTERNATIONAL JOURNAL OF MODERN PHYSICS C, v.17, pp.1831 - 1838, 2006-12 |
Multifractal detrended fluctuation analysis of derivative and spot markets Lim, Gyuchang; Kim, Soo Yong; Lee, Hyoung; Kim, Kyungsik; Lee, Dong-In, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.386, no.1, pp.259 - 266, 2007-12 |
Regularity analysis of inter-out-of-equilibrium state intervals in financial markets Lim, Gyuchang; Kim, Soo Yong; Kim, Kyungsik; Lee, Dong-In; Yum, Myung-Kul, JOURNAL OF THE PHYSICAL SOCIETY OF JAPAN, v.77, 2008-03 |
Two-phase phenomena and volatility clusterings in financial markets Lim, Gyuchang; Kim, Soo Yong; Chang, Ki-Ho; Ha, Deock-Ho; Kim, Kyungsik, JOURNAL OF THE KOREAN PHYSICAL SOCIETY, v.52, pp.S141 - S144, 2008-02 |
Volatilities, traded volumes, and the hypothesis of price increments in derivative securities Lim, G; Kim, Soo Yong; Scalas, E; Kim, K, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.382, pp.577 - 585, 2007-08 |
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