Inverse statistics of the Korea Composite Stock Price Index

Journal of the Korean Physical Society

Volumn 52, Issue 2, 2008, Pages 517-523

  Lee, Chang Yong ^a   KiM, Jinho ^a   Hwang, Inkeuk ^a  

^a Kongju National University   (South Korea)

Author keywords

Brownian motion; Inverse statistics; KOSPI; Optimal investment; Power law distribution

Indexed keywords

EID: 40049109963     PISSN: 03744884     EISSN: None     Source Type: Journal    
DOI: 10.3938/jkps.52.517     Document Type: Article

References (21)

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