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Multifractal behavior of the Korean stock-market index KOSPI · Study

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ArticleMultifractal behavior of the Korean stock-market index KOSPI

Jae Wook Lee2005

OA

Articlegreen2005

Multifractal behavior of the Korean stock-market index KOSPI

Jae Wook Lee · Kyoung Eun Lee · Per Arne Rikvold

51 citations·0/0 files stored·Physica A Statistical Mechanics and its Applications

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Complex Systems and Time Series Analysis Financial Markets and Investment Strategies Statistical Mechanics and Entropy

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References

1963The Variation of Certain Speculative Prices 1900Théorie de la spéculation 2000An Introduction to Econophysics: Correlations and Complexity in Finance 1995Scaling behaviour in the dynamics of an economic index 1997Fractals and Scaling in Finance 1999Scaling of the distribution of fluctuations of financial market indices 1963Mandelbrot and the Stable Paretian Hypothesis 1999Statistical properties of the volatility of price fluctuations

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Year2005

Typearticle

Published2005-10-19

VenuePhysica A Statistical Mechanics and its Applications

ISSN-L0378-4371

Languageen

Citations51

Files0 public / 0

ShelfComplex Systems and Time Series Analysis

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doi10.1016/j.physa.2005.08.082

openalex_workW2056791761

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