Author of the publication

Dynamical behaviors of inter-out-of-equilibrium state intervals in Korean futures exchange markets

, , , , and . Physica A: Statistical Mechanics and its Applications, 387 (12): 2831--2836 (May 1, 2008)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Limit theorems for the fractional nonhomogeneous Poisson process., , and . J. Appl. Probab., 56 (1): 246-264 (2019)Volatility in the Italian stock market: an empirical study, , , and . Physica A: Statistical Mechanics and its Applications, 269 (1): 148--155 (Jul 1, 1999)Analysis of price fluctuations in futures exchange markets, , , , and . Physica A: Statistical Mechanics and its Applications, 387 (12): 2823--2830 (May 1, 2008)Growth and allocation of resources in economics: The agent-based approach, , , , and . Physica A: Statistical Mechanics and its Applications, 370 (1): 86--90 (Oct 1, 2006)Coupled continuous time random walks in finance, and . Physica A: Statistical Mechanics and its Applications, 370 (1): 114--118 (Oct 1, 2006)Fractional calculus and continuous-time finance II: the waiting-time distribution, , , and . Physica A: Statistical Mechanics and its Applications, 287 (3-4): 468--481 (Dec 1, 2000)Dynamical behaviors of inter-out-of-equilibrium state intervals in Korean futures exchange markets, , , , and . Physica A: Statistical Mechanics and its Applications, 387 (12): 2831--2836 (May 1, 2008)Volatilities, traded volumes, and the hypothesis of price increments in derivative securities, , , and . Physica A: Statistical Mechanics and its Applications, 382 (2): 577--585 (Aug 15, 2007)Correlations in the bond-future market, , and . Physica A: Statistical Mechanics and its Applications, 269 (1): 90--97 (Jul 1, 1999)Fractional calculus and continuous-time finance, , and . Physica A: Statistical Mechanics and its Applications, 284 (1-4): 376--384 (Sep 1, 2000)