Probability distribution function and multiscaling properties in the Korean stock market

Physica A: Statistical Mechanics and its Applications

Volumn 383, Issue 1 SPEC. ISS., 2007, Pages 65-70

  Lee, Kyoung Eun ^a   Lee, Jae Woo ^a  

^a Inha University   (South Korea)

Author keywords

Detrended fluctuation analysis; Econophysics; Multifractality; Probability density function; Stock market

Indexed keywords

CORRELATION METHODS; FINANCIAL DATA PROCESSING; RANDOM PROCESSES;

DETRENDED FLUCTUATION ANALYSIS; ECONOPHYSICS; MULTIFRACTALITY; STOCK MARKET;

PROBABILITY DISTRIBUTIONS;

EID: 34347340608     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2007.04.112     Document Type: Article

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