We establish in this study a network structure of the Korean stock market, one of the emerging markets, with its minimum spanning tree through the correlation matrix. Based on this analysis, it is found that the Korean stock market does not form the clusters of the business sectors or of the industr
Multifractal behavior of the Korean stock-market index KOSPI
β Scribed by Jae Woo Lee; Kyoung Eun Lee; Per Arne Rikvold
- Publisher
- Elsevier Science
- Year
- 2006
- Tongue
- English
- Weight
- 438 KB
- Volume
- 364
- Category
- Article
- ISSN
- 0378-4371
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