DC Field | Value | Language |
---|---|---|
dc.contributor.author | Kim, K | ko |
dc.contributor.author | Yoon, SM | ko |
dc.contributor.author | Kim, Soo Yong | ko |
dc.contributor.author | Lee, DI | ko |
dc.contributor.author | Scalas, E | ko |
dc.date.accessioned | 2013-03-07T00:31:34Z | - |
dc.date.available | 2013-03-07T00:31:34Z | - |
dc.date.created | 2012-02-06 | - |
dc.date.created | 2012-02-06 | - |
dc.date.issued | 2007-01 | - |
dc.identifier.citation | JOURNAL OF THE KOREAN PHYSICAL SOCIETY, v.50, pp.182 - 190 | - |
dc.identifier.issn | 0374-4884 | - |
dc.identifier.uri | http://hdl.handle.net/10203/88952 | - |
dc.description.abstract | The investigation of econophysics has recently received considerable attention as an interdisciplinary topic between physicists and economists. The various phenomena in economics lead particularly to a better understanding of scaling properties based on the methods and the approaches of physics. In this paper, we present developments in econophysics during the last four years, including the dynamical mechanisms of the continuous-time random walk (CTRW), herd behaviors, multifractals, and minority and majority games. We hope that, in the future, our result will lead to the determination of the agent's real behavior informed and transacted strategically in real options of financial markets. | - |
dc.language | English | - |
dc.publisher | KOREAN PHYSICAL SOC | - |
dc.subject | FRACTIONAL CALCULUS | - |
dc.subject | PERCOLATION MODEL | - |
dc.subject | STOCK | - |
dc.subject | FLUCTUATIONS | - |
dc.subject | INFORMATION | - |
dc.subject | FUTURES | - |
dc.subject | AGENTS | - |
dc.subject | PRICE | - |
dc.title | Dynamical mechanisms of the continuous-time random walk, multifractals, herd behaviors and minority games in financial markets | - |
dc.type | Article | - |
dc.identifier.wosid | 000243481700013 | - |
dc.identifier.scopusid | 2-s2.0-33846704723 | - |
dc.type.rims | ART | - |
dc.citation.volume | 50 | - |
dc.citation.beginningpage | 182 | - |
dc.citation.endingpage | 190 | - |
dc.citation.publicationname | JOURNAL OF THE KOREAN PHYSICAL SOCIETY | - |
dc.contributor.localauthor | Kim, Soo Yong | - |
dc.contributor.nonIdAuthor | Kim, K | - |
dc.contributor.nonIdAuthor | Yoon, SM | - |
dc.contributor.nonIdAuthor | Lee, DI | - |
dc.contributor.nonIdAuthor | Scalas, E | - |
dc.type.journalArticle | Article; Proceedings Paper | - |
dc.subject.keywordAuthor | continuous-time random walk (CTRW) | - |
dc.subject.keywordAuthor | herds | - |
dc.subject.keywordAuthor | multifractals | - |
dc.subject.keywordAuthor | minority game analysis | - |
dc.subject.keywordPlus | FRACTIONAL CALCULUS | - |
dc.subject.keywordPlus | PERCOLATION MODEL | - |
dc.subject.keywordPlus | STOCK | - |
dc.subject.keywordPlus | FLUCTUATIONS | - |
dc.subject.keywordPlus | INFORMATION | - |
dc.subject.keywordPlus | FUTURES | - |
dc.subject.keywordPlus | AGENTS | - |
dc.subject.keywordPlus | PRICE | - |
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