25 citations · 40 across the 17 of their papers we have counts for
17 papers
Dynamical Structures of High-Frequency Financial Data
Kyungsik Kim, Seong-Min Yoon, Soo Yong Kim +2
We study the dynamical behavior of high-frequency data from the Korean Stock Price Index (KOSPI) using the movement of returns in Korean financial markets. The dynamical behavior f…
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…
Financial Networks in the Korean Stock Exchange Market
Seong-Min Yoon, Kyungsik Kim
We investigate the financial network in the Korean stock exchange (KSE) market, using both numerical simulations and scaling arguments. We estimate the cross-correlation on the sto…
Dynamical Minority Games in Futures Exchange Markets
Seong-Min Yoon, Kyungsik Kim
We introduce the minority game theory for two kinds of the Korean treasury bond (KTB) in Korean futures exchange markets. Since we discuss numerically the standard deviation and th…
Power Law Distributions for Stock Prices in Financial Markets
Kyungsik Kim, S. -M. Yoon, K. H. Chang
We study the rank distribution, the cumulative probability, and the probability density of returns of stock prices of listed firms traded in four stock markets. We find that the ra…
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…