Dynamical mechanisms of the continuous-time random walk, multifractals, herd behaviors and minority games in financial markets

Journal of the Korean Physical Society

Volumn 50, Issue 1 I, 2007, Pages 182-190

  Kim, Kyungsik ^a   Yoon, Seong Min ^a   Kim, Soo Yong ^b   Lee, Dong In ^a   Scalas, Enrico ^c  

^a Pukyong National University   (South Korea)

^b Korea Advanced Institute of Science and Technology (KAIST)   (South Korea)

^c UNIVERSITY OF EASTERN PIEDMONT   (Italy)

Author keywords

Continuous time random walk (CTRW); Herds; Minority game analysis; Multifractals

Indexed keywords

EID: 33846704723     PISSN: 03744884     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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