Yang, Jae-Suk; Chae, Seungbyung; Jung, Woo-Sung; Moon, … - In: Physica A: Statistical Mechanics and its Applications 363 (2006) 2, pp. 377-382
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...
