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| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Jae-Suk Yang | - |
| dc.contributor.author | Seungbyung Chae | - |
| dc.contributor.author | Jung, WS | - |
| dc.contributor.author | Hie-Tae Moon | - |
| dc.date.accessioned | 2016-04-01T02:30:43Z | - |
| dc.date.available | 2016-04-01T02:30:43Z | - |
| dc.date.created | 2010-12-20 | - |
| dc.date.issued | 2006-05-01 | - |
| dc.identifier.issn | 0378-4371 | - |
| dc.identifier.other | 2006-OAK-0000022455 | - |
| dc.identifier.uri | https://oasis.postech.ac.kr/handle/2014.oak/25269 | - |
| dc.description.abstract | In this paper, we Studied the dynamics of the log-return distribution of the Korean Composition Stock Price Index (KOSPI) from 1992 to 2004. Based on the microscopic spin model, We found that while the index during the late 1990s showed a power-law distribution, the distribution in the early 2000s was exponential. This change in distribution shape was caused by the duration and velocity, among other parameters, of the information that flowed into the market. (c) 2006 Elsevier B.V. All rights reserved. | - |
| dc.description.statementofresponsibility | X | - |
| dc.language | English | - |
| dc.publisher | Elsevier | - |
| dc.relation.isPartOf | PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS | - |
| dc.subject | econophysics | - |
| dc.subject | emerging market | - |
| dc.subject | log return | - |
| dc.subject | power-law distribution | - |
| dc.subject | exponential distribution | - |
| dc.subject | FINANCIAL-MARKETS | - |
| dc.subject | HERD BEHAVIOR | - |
| dc.subject | FLUCTUATIONS | - |
| dc.subject | VOLATILITY | - |
| dc.subject | ECONOMICS | - |
| dc.subject | PRICES | - |
| dc.title | Microscopic spin model for the dynamics of the return distribution of the Korean stock market index | - |
| dc.type | Article | - |
| dc.contributor.college | 기술경영 대학원 과정 | - |
| dc.identifier.doi | 10.1016/J.PHYSA.2005.12.039 | - |
| dc.author.google | Yang, JS | - |
| dc.author.google | Chae, S | - |
| dc.author.google | Jung, WS | - |
| dc.author.google | Moon, HT | - |
| dc.relation.volume | 363 | - |
| dc.relation.issue | 2 | - |
| dc.relation.startpage | 377 | - |
| dc.relation.lastpage | 382 | - |
| dc.contributor.id | 10150087 | - |
| dc.relation.journal | PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS | - |
| dc.relation.index | SCI급, SCOPUS 등재논문 | - |
| dc.relation.sci | SCI | - |
| dc.collections.name | Journal Papers | - |
| dc.type.rims | ART | - |
| dc.identifier.bibliographicCitation | PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.363, no.2, pp.377 - 382 | - |
| dc.identifier.wosid | 000236522900022 | - |
| dc.date.tcdate | 2019-02-01 | - |
| dc.citation.endPage | 382 | - |
| dc.citation.number | 2 | - |
| dc.citation.startPage | 377 | - |
| dc.citation.title | PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS | - |
| dc.citation.volume | 363 | - |
| dc.contributor.affiliatedAuthor | Jung, WS | - |
| dc.identifier.scopusid | 2-s2.0-33644867245 | - |
| dc.description.journalClass | 1 | - |
| dc.description.journalClass | 1 | - |
| dc.description.wostc | 29 | - |
| dc.description.scptc | 30 | * |
| dc.date.scptcdate | 2018-05-121 | * |
| dc.type.docType | Article | - |
| dc.subject.keywordPlus | HERD BEHAVIOR | - |
| dc.subject.keywordPlus | FLUCTUATIONS | - |
| dc.subject.keywordPlus | VOLATILITY | - |
| dc.subject.keywordAuthor | econophysics | - |
| dc.subject.keywordAuthor | emerging market | - |
| dc.subject.keywordAuthor | log return | - |
| dc.subject.keywordAuthor | power-law distribution | - |
| dc.subject.keywordAuthor | exponential distribution | - |
| dc.relation.journalWebOfScienceCategory | Physics, Multidisciplinary | - |
| dc.description.journalRegisteredClass | scie | - |
| dc.description.journalRegisteredClass | scopus | - |
| dc.relation.journalResearchArea | Physics | - |
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- 정우성JUNG, WOO SUNG
- Dept of Industrial & Management Enginrg