2 papers
cond-mat.other2004
Dynamical Volatilities for Yen-Dollar Exchange Rates
Kyungsik Kim, Seong-Min Yoon, C. Christopher Lee +1
We study the continuous time random walk theory from financial tick data of the yen-dollar exchange rate transacted at the Japanese financial market. The dynamical behavior of retu…
cond-mat.stat-mech2004
Zipf's Law Distributions for Korean Stock Prices
Kyungsik Kim, S. -M. Yoon, C. Christopher Lee +1
This paper investigates the rank distribution, cumulative probability, and probability density of price returns for the stocks traded in the KSE and the KOSDAQ market. This researc…