Multifractal behavior of the Korean stock-market index KOSPI

Physica A: Statistical Mechanics and its Applications

Volumn 364, Issue , 2006, Pages 355-361

  Lee, Jae Woo ^a,b   Eun Lee, Kyoung ^a   Arne Rikvold, Per ^b,c  

^a Inha University   (South Korea)

^b FLORIDA STATE UNIVERSITY   (United States)

^c Florida State University   (United States)

Author keywords

Econophysics; Multifractal; Multiscaling; Stock market

Indexed keywords

BEHAVIORAL RESEARCH; COMMERCE; CORRELATION THEORY; DATA REDUCTION; DYNAMICS; ECONOMICS;

ECONOPHYSICS; GAUSSIAN FUNCTION; HEIGHT-HEIGHT CORRELATION FUNCTION; MULTIFRACTAL; MULTISCALING; STOCK MARKET; STOCK-MARKET INDEX;

FINANCIAL DATA PROCESSING;

EID: 33645156929     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2005.08.082     Document Type: Article

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