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Lim, Gyuchang, Kim, Soo Yoo, Kang, Ji-Hyun, Kim, Kyungsik (2007) Dynamical models of high-frequency data analysis. Computer Physics Communications, 177. 187pp. doi:10.1016/j.cpc.2007.02.038

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Reference TypeJournal (article/letter/editorial)
TitleDynamical models of high-frequency data analysis
JournalComputer Physics Communications
AuthorsLim, GyuchangAuthor
Kim, Soo YooAuthor
Kang, Ji-HyunAuthor
Kim, KyungsikAuthor
Year2007 (July)Volume177
PublisherElsevier BV
DOIdoi:10.1016/j.cpc.2007.02.038Search in ResearchGate
Generate Citation Formats
Mindat Ref. ID6598747Long-form Identifiermindat:1:5:6598747:4
GUID0
Full ReferenceLim, Gyuchang, Kim, Soo Yoo, Kang, Ji-Hyun, Kim, Kyungsik (2007) Dynamical models of high-frequency data analysis. Computer Physics Communications, 177. 187pp. doi:10.1016/j.cpc.2007.02.038
Plain TextLim, Gyuchang, Kim, Soo Yoo, Kang, Ji-Hyun, Kim, Kyungsik (2007) Dynamical models of high-frequency data analysis. Computer Physics Communications, 177. 187pp. doi:10.1016/j.cpc.2007.02.038
In(n.d.) Computer Physics Communications Vol. 177. Elsevier BV

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Choi, Jaewon, Lim, Gyuchang, Kim, Soo Yong, Kim, Kyungsik (2011) Information of group-correlations in Korean financial market. Computer Physics Communications, 182. 219-222 doi:10.1016/j.cpc.2010.08.015
Kim, Kyungsik, Kim, Soo Yong, Ha, Deock-Ho (2007) Characteristics of networks in financial markets. Computer Physics Communications, 177. 184-185 doi:10.1016/j.cpc.2007.02.037
Lim, Gyuchang, Yong Kim, Soo, Kim, Kyungsik, Lee, Dong-In, Park, Sang-Bum (2007) Dynamical mechanism of two-phase phenomena in financial markets. Physica A: Statistical Mechanics and its Applications, 386 (1). 253-258 doi:10.1016/j.physa.2007.07.053
Kim, Soo Yong, Lim, Gyuchang, Chang, Ki-Ho, Jung, Jae-Won, Kim, Kyungsik, Park, Chung Hyun (2008) Multifractal Analysis of Rainfalls in Korean Peninsula. Journal of the Korean Physical Society, 52 (3). 669-672 doi:10.3938/jkps.52.669
Lim, Gyuchang, Kim, SooYong, Yoon, Seong-Min, Jung, Jae-Won, Kim, Kyungsik (2007) Dynamical stochastic processes of returns in financial markets. Physica A: Statistical Mechanics and its Applications, 376. 517-524 doi:10.1016/j.physa.2006.10.051
Kim, Kyungsik, Yoon, Seong-Min, Kim, SooYong, Chang, Ki-Ho, Kim, Yup, Hoon Kang, Sang (2007) Dynamical structures of high-frequency financial data. Physica A: Statistical Mechanics and its Applications, 376. 525-531 doi:10.1016/j.physa.2006.10.054
Kang, Deok Du, Lee, Dong In, Kim, Kyungsik, Lim, Gyuchang, Ha, Deok-Ho (2014) Dynamical mechanism in meteorological factors using detrended cross-correlation analysis. Journal of the Korean Physical Society, 65 (5). 577-590 doi:10.3938/jkps.65.577
Kang, Deok Du, Lee, Dong In, Kim, Kyungsik, Lim, Gyuchang, Ha, Deok-Ho (2014) Erratum to: Dynamical mechanism in meteorological factors using detrended cross-correlation analysis. Journal of the Korean Physical Society, 65 (7). 1186 doi:10.3938/jkps.65.1186
Lim, Gyuchang, Kim, SooYong, Lee, Hyoung, Kim, Kyungsik, Lee, Dong-In (2007) Multifractal detrended fluctuation analysis of derivative and spot markets. Physica A: Statistical Mechanics and its Applications, 386 (1). 259-266 doi:10.1016/j.physa.2007.07.055
Kim, Jai Sam, Lee, Jae Koo (2007) Preface. Computer Physics Communications, 177. doi:10.1016/j.cpc.2007.02.024
Lim, Gyuchang, Yong Kim, Soo, Kim, Kyungsik, Lee, Dong-In, Yum, Myung-Kul (2008) Regularity Analysis of Inter-Out-of-Equilibrium State Intervals in Financial Markets. Journal of the Physical Society of Japan, 77 (3). 33801pp. doi:10.1143/jpsj.77.033801
 
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