Kyungsik Kim

发表

Hurst Exponents In Futures Exchange Markets

M. Yum, Kyungsik Kim, Soo Yong Kim, 2006 .

Multifractal features of financial markets

Seong-Min Yoon, Kyungsik Kim, Seong‐Min Yoon, 2004 .

Multifractal detrended fluctuation analysis of derivative and spot markets

Dong-In Lee, Gyuchang Lim, Kyungsik Kim, 2007 .

Analysis of price fluctuations in futures exchange markets

Enrico Scalas, Gyuchang Lim, Ki-Ho Chang, 2008 .

Herd Behaviors in Financial Markets

Seong-Min Yoon, Hideki Takayasu, Kyungsik Kim, 2004 .

Herd behaviors in the stock and foreign exchange markets

Seong-Min Yoon, Yup Kim, Kyungsik Kim, 2004 .

DYNAMICAL BEHAVIOR OF CONTINUOUS TICK DATA IN FUTURES EXCHANGE MARKET

Seong-Min Yoon, Kyungsik Kim, Seong‐Min Yoon, 2002, cond-mat/0212393.

Dynamical mechanisms of the continuous-time random walk, multifractals, herd behaviors and minority games in financial markets

Seong-Min Yoon, Enrico Scalas, Dong-In Lee, 2007 .

DYNAMICAL ANALYSES USING VISIBILITIES IN FINANCIAL MARKETS

Seungsik Min, Ki-Ho Chang, Ki-Ho Chang, 2016 .

The art of fitting financial time series with Levy stable distributions

Enrico Scalas, Kyungsik Kim, 2006 .

Dynamics of avalanche activities in financial markets

Enrico Scalas, Cheol-Hyun Kim, E. Scalas, 2007 .

Structure of a financial cross-correlation matrix under attack

Gyuchang Lim, Kyungsik Kim, Gyuchang Lim, 2009 .