Browse by Subject STATISTICAL PROPERTIES

Showing results 1 to 3 of 3

1
Cross-correlations in volume space: Differences between buy and sell volumes

Lee, Sun-Young; Hwang, Dong-Il; Kim, Min-Jae; Koh, In-Gyu; Kim, Soo-Yong, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.390, no.5, pp.837 - 846, 2011-03

2
Detrended fluctuation analysis in the Korean bond futures exchange market

Jo, HH; Kim, Soo Yong; Kim, K, JOURNAL OF THE KOREAN PHYSICAL SOCIETY, v.49, pp.1691 - 1693, 2006-10

3
Volatilities, traded volumes, and the hypothesis of price increments in derivative securities

Lim, G; Kim, Soo Yong; Scalas, E; Kim, K, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.382, pp.577 - 585, 2007-08

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