| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10481111 | Physica A: Statistical Mechanics and its Applications | 2008 | 7 Pages |
Abstract
⺠We study temporal evolution of 10 stock markets. ⺠We examine the temporal evolution of time scale by using various methods. ⺠We show that time scale has been shortened by overlapping the PDF of log return for different time scales. ⺠We also show that the reaction time to an event has been shortened by comparing the minimum entropy density with structure scale.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Jae-Suk Yang, Taisei Kaizoji, Wooseop Kwak,