11 citations · 13 across the 6 of their papers we have counts for
5 papers · 1 filter
Volatility and Returns in Korean Futures Exchange Markets
Kyungsik Kim, Seong-Min Yoon, Jum Soo Choi
We apply the formalism of the continuous time random walk (CTRW) theory to financial tick data of the bond futures transacted in Korean Futures Exchange (KOFEX) market. For our cas…
Dynamics of the Minority Game for Patients
Kyungsik Kim, Seong-Min Yoon, Myung-Kul Yum
We analyze the minority game for patients, and the results known from the minority game are applied to the patient problem consulted at the department of pediatric cardiology. We f…
Multifractal Features in the Foreign Exchange and Stock Markets
Kyungsik Kim, Seong-Min Yoon
The multifractal behavior for tick data of prices is investigated in Korean financial market. Using the rescaled range analysis(R/S analysis), we show the multifractal nature of re…
Herd Behaviors in the Stock and Foreign Exchange Markets
Kyungsik Kim, Seong-Min Yoon, Yup Kim
The herd behaviors of returns for the won-dollar exchange rate and the KOSPI are analyzed in Korean financial markets. It is shown that the probability distribution of price…
Herd Behavior of Returns in the Futures Exchange Market
Kyungsik Kim, Seong-Min Yoon, Yup Kim
The herd behavior of returns is investigated in Korean futures exchange market. It is obtained that the probability distribution of returns for three types of herding parameter sca…