Power law of quiet time distribution in the Korean stock-market

Physica A: Statistical Mechanics and its Applications

Volumn 377, Issue 2, 2007, Pages 576-582

  Hong, Byoung Hee ^a   Eun Lee, Kyoung ^b   Lee, Jae Woo ^b  

^a Kwangwoon University   (South Korea)

^b Inha University   (South Korea)

Author keywords

Econophysics; Power law; Quiet time; Return; Stock market

Indexed keywords

FUNCTION EVALUATION; PROBABILITY DISTRIBUTIONS; STATISTICAL METHODS; TIME MEASUREMENT;

ECONOPHYSICS; POWER LAW; QUIET TIME PROBABILITY DISTRIBUTION; SCALING FUNCTION; STOCK MARKET INDICES;

FINANCIAL DATA PROCESSING;

EID: 33846708528     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2006.11.076     Document Type: Article

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