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Cited 4 time in webofscience Cited 4 time in scopus
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Multifractal Analysis of the Korean Stock Market

Title
Multifractal Analysis of the Korean Stock Market
Authors
Oh, GKim, SEom, C
POSTECH Authors
Kim, S
Date Issued
Mar-2010
Publisher
KOREAN PHYSICAL SOC
Keywords
Econophysics; Multifractality; One-factor model; FINANCIAL-MARKETS; PRICE FLUCTUATIONS; VOLATILITY; INDEX; DYNAMICS; BEHAVIOR; RETURNS; MEMORY; MODEL
URI
http://oasis.postech.ac.kr/handle/2014.oak/25608
DOI
10.3938/JKPS.56.982
ISSN
0374-4884
Article Type
Article
Citation
JOURNAL OF THE KOREAN PHYSICAL SOCIETY, vol. 56, no. 3, page. 982 - 985, 2010-03
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 KIM, SEUNGHWAN
Dept of Physics
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