Microscopic spin model for the dynamics of the return distribution of the Korean stock market index-Reference-Cited by-同舟云学术

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Microscopic spin model for the dynamics of the return distribution of the Korean stock market index

Published:2006-05 Issue:2 Volume:363 Page:377-382
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Yang Jae-Suk,Chae Seungbyung,Jung Woo-Sung,Moon Hie-Tae

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference23 articles.

1. Econophysics: Can physicists contribute to the science of economics?

2. An Introduction to Econophysics: Correlations and Complexity in Finance;Mantegna,2000

3. Fractals and Scaling in Finance: Discontinuity, Concentration, Risk;Mandelbrot,1997

4. Characteristics of the Korean stock market correlations

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