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Showing results 1 to 3 of 3

1
Dynamical mechanism of two-phase phenomena in financial markets

Lim, Gyuchang; Kim, Soo Yong; Kim, Kyungsik; Lee, Dong-In; Park, Sang-Bum, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.386, no.1, pp.253 - 258, 2007-12

2
Dynamical mechanisms of the continuous-time random walk, multifractals, herd behaviors and minority games in financial markets

Kim, K; Yoon, SM; Kim, Soo Yong; Lee, DI; Scalas, E, JOURNAL OF THE KOREAN PHYSICAL SOCIETY, v.50, pp.182 - 190, 2007-01

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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