Multifractal analysis of the Korean stock market

Journal of the Korean Physical Society

Volumn 56, Issue 31, 2010, Pages 982-985

  Oh, Gabjin ^a   Kim, Seunghwan ^b   Eom, Cheoljun ^c  

^a Chosun University   (South Korea)

^b Pohang University of Science and Technology (POSTECH)   (South Korea)

^c Pusan National University   (South Korea)

Author keywords

Econophysics; Multifractality; One factor model

Indexed keywords

EID: 77956359929     PISSN: 03744884     EISSN: None     Source Type: Journal    
DOI: 10.3938/jkps.56.982     Document Type: Article

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