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College of Engineering(공과대학)Dept. of Nuclear and Quantum Engineering(원자력및양자공학과)NE-Journal Papers(저널논문)

세가지 외환율의 시계열에 대한 무리거동Herd Behavior in High-frequency Data of Three Foreign Exchange Rates

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dc.contributor.author김세현ko
dc.contributor.author김경식ko
dc.date.accessioned2013-03-13T01:44:59Z-
dc.date.available2013-03-13T01:44:59Z-
dc.date.created2013-01-14-
dc.date.created2013-01-14-
dc.date.issued2012-08-
dc.identifier.citation새물리, v.62, no.8, pp.856 - 861-
dc.identifier.issn0374-4914-
dc.identifier.urihttp://hdl.handle.net/10203/104153-
dc.description.abstract세가지 외환 시계열 (원-달러, 달러-엔, 달러-유로 외환율)에 대해서 외환시장의 무리거동의 동역학 성질을 연구한다. 먼저 세가지 외환시계열의 분포형태를 논의한다. 특히 다중프랙탈 변동분석을 통해서 세가지 외환 시계열과 무리거동에 의한 다중프랙탈 성질의 비선형적 상관성을 논의한다.-
dc.languageKorean-
dc.publisher한국물리학회-
dc.title세가지 외환율의 시계열에 대한 무리거동-
dc.title.alternativeHerd Behavior in High-frequency Data of Three Foreign Exchange Rates-
dc.typeArticle-
dc.type.rimsART-
dc.citation.volume62-
dc.citation.issue8-
dc.citation.beginningpage856-
dc.citation.endingpage861-
dc.citation.publicationname새물리-
dc.identifier.kciidART001687098-
dc.contributor.localauthor김세현-
dc.contributor.nonIdAuthor김경식-
dc.subject.keywordAuthor무리거동-
dc.subject.keywordAuthor다중프랙탈 변동분석-
dc.subject.keywordAuthor원-달러-
dc.subject.keywordAuthor달러-엔-
dc.subject.keywordAuthor유로-달러-
dc.subject.keywordAuthorHerd behavior-
dc.subject.keywordAuthorKRW-USD-
dc.subject.keywordAuthorUSD-JPY-
dc.subject.keywordAuthorEUR-USD-
dc.subject.keywordAuthorMultifractal detrended fluctuation analysis-
dc.subject.keywordAuthorHigh-frequency data-
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