Dynamical behaviors of inter-out-of-equilibrium state intervals in Korean futures exchange markets

Physica A: Statistical Mechanics and its Applications

Volumn 387, Issue 12, 2008, Pages 2831-2836

  Lim, Gyuchang ^a   Kim, SooYong ^a   Kim, Kyungsik ^b   Lee, Dong In ^b   Scalas, Enrico ^c  

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

^b Pukyong National University   (South Korea)

^c UNIVERSITY OF EASTERN PIEDMONT   (Italy)

Author keywords

Critical volatility; Equilibrium and out of equilibrium states; KTB; Two phase phenomenon

Indexed keywords

APPROXIMATION ALGORITHMS; FORECASTING; MATHEMATICAL MODELS; PARAMETER ESTIMATION; TIME SERIES ANALYSIS;

CRITICAL VOLATILITY; MULTIPLICATIVE PROCESS; OUT OF EQUILIBRIUM STATES; TWO PHASE PHENOMENON;

FINANCIAL DATA PROCESSING;

EID: 40249092853     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2008.01.041     Document Type: Article

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