Browse "PH-Journal Papers(저널논문)" by Author Lim, Gyuchang

Showing results 1 to 14 of 14

1
Analysis of price fluctuations in futures exchange markets

Lim, Gyuchang; Kim, Soo Yong; Scalas, Enrico; Kim, Kyungsik; Chang, Ki-Ho, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.387, no.12, pp.2823 - 2830, 2008-05

2
Dynamical behaviors of inter-out-of-equilibrium state intervals in Korean futures exchange markets

Lim, Gyuchang; Kim, Soo Yong; Kim, Kyungsik; Lee, Dong-In; Scalas, Enrico, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.387, no.12, pp.2831 - 2836, 2008-05

3
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

4
Grafting of higher-order correlations of real financial markets into herding models

Ahn, Sanghyun; Lim, Gyuchang; Kim, Soo Yong; Kim, Kyungsik, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.388, no.15-16, pp.3195 - 3201, 2009-08

5
Identifying the structure of group correlation in the Korean financial market

Ahn, Sanghyun; Choi, Jaewon; Lim, Gyuchang; Cha, Kil Young; Kim, Soo Yong; Kim, Kyungsik, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.390, no.11, pp.1991 - 2001, 2011-06

6
Information of group-correlations in Korean financial market

Choi, Jaewon; Lim, Gyuchang; Kim, Soo Yong; Kim, Kyungsik, COMPUTER PHYSICS COMMUNICATIONS, v.182, no.1, pp.219 - 222, 2011-01

7
Multifractal analysis in foreign exchange markets

Kim, Soo Yong; Lim, Gyuchang; Park, Jeong-Hyeon; Lee, Hyoung; Kim, Kyungsik, JOURNAL OF THE KOREAN PHYSICAL SOCIETY, v.53, pp.1286 - 1289, 2008-08

8
Multifractal analysis of rainfalls in Korean peninsula

Kim, Soo Yong; Lim, Gyuchang; Chang, Ki-Ho; Jung, Jae-Won; Kim, Kyungsik; Park, Chung Hyun, JOURNAL OF THE KOREAN PHYSICAL SOCIETY, v.52, pp.669 - 672, 2008-03

9
Multifractal detrended fluctuation analysis of derivative and spot markets

Lim, Gyuchang; Kim, Soo Yong; Lee, Hyoung; Kim, Kyungsik; Lee, Dong-In, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.386, no.1, pp.259 - 266, 2007-12

10
Regularity analysis of inter-out-of-equilibrium state intervals in financial markets

Lim, Gyuchang; Kim, Soo Yong; Kim, Kyungsik; Lee, Dong-In; Yum, Myung-Kul, JOURNAL OF THE PHYSICAL SOCIETY OF JAPAN, v.77, 2008-03

11
Statistical Analysis of Fluorescence Correlation Spectroscopy of Ultra Low Concentration Molecules with a Confocal Microscope

Lee, Soon Hyouk; Lim, Gyuchang; Kim, Soo Yong; Kim, Eun Kyung; Kim, Hak-Sung; Kim, Sok Won, JOURNAL OF THE OPTICAL SOCIETY OF KOREA, v.12, pp.170 - 173, 2008-09

12
Statistical Behavior of the Nonlinear Correlation in Financial Markets

Ahn, Sanghyun; Lim, Gyuchang; Kim, Soo Yong; Park, I; Kim, K, CHINESE JOURNAL OF PHYSICS, v.48, pp.235 - 244, 2010-04

13
Structure of Correlations with Partially Surrogated Price Fluctuations

Lim, Gyuchang; Kim, Soo Yong; Chang, Ki-Ho; Kim, Kyungsik; Ha, Deock-Ho, JOURNAL OF THE KOREAN PHYSICAL SOCIETY, v.54, no.4, pp.1422 - 1426, 2009-04

14
Two-phase phenomena and volatility clusterings in financial markets

Lim, Gyuchang; Kim, Soo Yong; Chang, Ki-Ho; Ha, Deock-Ho; Kim, Kyungsik, JOURNAL OF THE KOREAN PHYSICAL SOCIETY, v.52, pp.S141 - S144, 2008-02

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