collaborators

1 paper

physics.soc-ph2005

Dynamical Stochastic Processes of Returns in Financial Markets

Gyuchang Lim, Soo Yong Kim, Junyuan Zhou +2

We study the evolution of probability distribution functions of returns, from the tick data of the Korean treasury bond (KTB) futures and the S$&$P 500 stock index, which can be de…