23 citations · 25 across the 3 of their papers we have counts for
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nlin.CD2004
Multifractal Behavior of the Korean Stock-market Index KOSPI
Jae Woo Lee, Kyuoung Eun Lee, Per Arne Rikvold
We investigate multifractality in the Korean stock-market index KOSPI. The generalized th order height-height correlation function shows multiscaling properties. There are two s…
cond-mat.stat-mech2004
Scaling Properites of Price Changes for Korean Stock Indices
Kyuong Eun Lee, Jae Woo Lee
We consider returns of two Korean stock market indices, KOSPI and KOSDAQ index. Central parts of the probability distribution function of returns are well fitted by the Lorentzian…