Statistical properties of the returns of stock prices of international markets

Journal of the Korean Physical Society

Volumn 48, Issue SUPPL. 2, 2006, Pages

  Oh, GabJin ^a   Kim, Seunghwan ^a   Um, Cheol Jun ^b  

^a Pohang University of Science and Technology (POSTECH)   (South Korea)

^b Catholic University of Pusan   (South Korea)

Author keywords

DFA; Long term memory; Non linearity; Scaling; Volatility

Indexed keywords

EID: 33644920403     PISSN: 03744884     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Conference Paper

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