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Dynamical mechanism of two-phase phenomena in financial markets
Lim, Gyuchang; Yong Kim, Soo; Kim, Kyungsik; Lee, Dong-In; … - In: Physica A: Statistical Mechanics and its Applications 386 (2007) 1, pp. 253-258
Two-phase behavior of the Korean treasury bond (KTB) futures in the Korean exchange market is investigated in this … from the KTB futures market with shuffled data and a generated time series are examined according to the Brownian process …. In addition, we study the correlation inherent in the KTB futures and its Brownian walk, describing the extent to which …
Persistent link: https://www.econbiz.de/10010873445
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Volatilities, traded volumes, and the hypothesis of price increments in derivative securities
Lim, Gyuchang; Kim, SooYong; Scalas, Enrico; Kim, Kyungsik - In: Physica A: Statistical Mechanics and its Applications 382 (2007) 2, pp. 577-585
A detrended fluctuation analysis (DFA) is applied to the statistics of Korean treasury bond (KTB) futures from which …-order correlation not detected by with the direct application of the DFA to logarithmic increments of KTB futures, it is of importance …
Persistent link: https://www.econbiz.de/10010873990
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Analysis of price fluctuations in futures exchange markets
Lim, Gyuchang; Kim, SooYong; Scalas, Enrico; Kim, Kyungsik - In: Physica A: Statistical Mechanics and its Applications 387 (2008) 12, pp. 2823-2830
(KTB) futures is well described by a FPE and has a similar structure to turbulence. …
Persistent link: https://www.econbiz.de/10010872528
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Dynamical behaviors of inter-out-of-equilibrium state intervals in Korean futures exchange markets
Lim, Gyuchang; Kim, SooYong; Kim, Kyungsik; Lee, Dong-In; … - In: Physica A: Statistical Mechanics and its Applications 387 (2008) 12, pp. 2831-2836
A recently discovered feature of financial markets, the two-phase phenomenon, is utilized to categorize a financial time series into two phases, namely equilibrium and out-of-equilibrium states. For out-of-equilibrium states, we analyze the time intervals at which the state is revisited. The...
Persistent link: https://www.econbiz.de/10010588859
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Dynamical stochastic processes of returns in financial markets
Lim, Gyuchang; Kim, SooYong; Yoon, Seong-Min; Jung, Jae-Won - In: Physica A: Statistical Mechanics and its Applications 376 (2007) C, pp. 517-524
(KTB) futures and the S&P 500 stock index, which can be described by means of the Fokker–Planck equation. We show that the …
Persistent link: https://www.econbiz.de/10010589638
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Kontinentales Tiefbohrprogramm der Bundesrepublik Deutschland
Vidal, Helmut (contributor) - In: Mitteilung / Deutsche Forschungsgemeinschaft, … 11 (1981)
Persistent link: https://www.econbiz.de/10008974570
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Effects of USB port access on advanced cookstove adoption
Wilson, Daniel; Monga, Meenakshi; Saksena, Abhinav; … - In: Development Engineering 3 (2018), pp. 109-217
combustion-improving fans while powering outboard USB charging ports. In communities lacking electricity access, USB levels of … that instead of being used primarily as a cooking tool, these cookstoves could be used solely as fire-powered USB chargers … rural homes without electricity access in Odisha, India. To measure the impacts of the USB charging port, we randomized …
Persistent link: https://www.econbiz.de/10012623040
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Islandkatalog der Universitätsbibliothek Kiel und der Universitäts- und Stadtbibliothek Köln
Klose, Olaf - 1931
Persistent link: https://www.econbiz.de/10000340442
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Kleine Schriften der Universitäts- und Stadtbibliothek Köln
Universitäts- und Stadtbibliothek Köln - Köln : Univ.- und Stadtbibliothek - 1.1996 -
Persistent link: https://www.econbiz.de/10000680913