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cond-mat.other2004
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…
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…