Author of the publication

Dynamical stochastic processes of returns in financial markets

, , , , and . Physica A: Statistical Mechanics and its Applications, (Mar 15, 2007)

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

Characteristics of networks in financial markets., , and . Comput. Phys. Commun., 177 (1-2): 184-185 (2007)Multifractal features of financial markets, and . Physica A: Statistical Mechanics and its Applications, 344 (1-2): 272--278 (Dec 1, 2004)Dynamical mechanism of two-phase phenomena in financial markets, , , , and . Physica A: Statistical Mechanics and its Applications, 386 (1): 253--258 (Dec 1, 2007)Characteristics of Dynamical Phase Transitions for Noise Intensities., , and . ICCS, volume 29 of Procedia Computer Science, page 2515-2520. Elsevier, (2014)Herd behaviors in the stock and foreign exchange markets, , and . Physica A: Statistical Mechanics and its Applications, (Oct 1, 2004)Multifractal detrended fluctuation analysis of derivative and spot markets, , , , and . Physica A: Statistical Mechanics and its Applications, 386 (1): 259--266 (Dec 1, 2007)Information of group-correlations in Korean financial market., , , and . Comput. Phys. Commun., 182 (1): 219-222 (2011)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)Dynamical structures of high-frequency financial data, , , , , and . Physica A: Statistical Mechanics and its Applications, (Mar 15, 2007)